Emma Baum, 25, was last seen Oct. 10 near 25th Avenue and Connecticut Street in Gary.
She was nine months pregnant at the time; family believes she might have given birth since she's been missing.
Baum is described as 5-feet, 3-inches tall; weighing roughly 136 pounds; and having brown hair and eyes.
She has several scars on her arms and multiple tattoos. She's known to wear wigs and hairpieces in various styles and colors.
Her family and friends held an emotional news conference Friday morning to help get the word out about her disappearance.
Pregnant Gary woman missing over 1 month; family seeks answers
Her mother, Jamie Baum, said Emma was dropped off at her boyfriend's home before she disappeared.
They said he's currently in jail on unrelated charges.
Emma Baum has three other children, her family said.
Anyone with information on her whereabouts is asked to call Gary police Detective Sgt. M. Salazar at 219-881-1209.
Ja'Niyah McMichael, 13, has also been missing from Gary for months.
Police have not indicated the cases are connected.