A euphemism for pregnant - especially when out of wedlock.
Victorian England wasn't as socially hidebound and coy as it is popularly supposed, but this euphemism did originate there.
In 1891, Thomas Hardy wrote this in Tess of the D'Urbervilles:
"On no account do you say a word of your Bygone Trouble to him... Many a woman - some of the Highest in the Land - have had a Trouble in their time."
The same year, the Daily News included this in a report:
"She said she consented to come to London to be married to the prisoner as she believed she was in trouble."