Is it safe to travel to high altitudes if I'm pregnant?

Yes. It is safe to travel to high altitude areas but you may experience shortness of breath faster than you would at home because of the lower oxygen levels. Pregnancy women who live in high altitude areas permanently actually experience different fetal growth curves but for a short vacation this is fine.
No. If you are past 22 weeks i would not recommend going to extremely high altitudes where altitude sickness may happen. Certainly if you are being told you need oxygen at the altitude i would avoid it.