Illegal to not hire me because I'm pregnant?

Okay, so basically I've been trying to find some sort of job the entire time I've been pregnant and a sporting goods store has finally called me back for an interview. The only thing is... I'm going on 9 months pregnant. I filled the application out online so they don't know what I look like. Granted they don't have to tell me why they didn't hire me, but wouldn't it be illegal to not hire me based upon the fact that I'm about to pop? Other than this, I meet their job requirements for employment, fast learner, a hard worker, and even have a HUGE interest in sports... so the only thing I can think of is they'd turn me down because I'm a month from my due date. Illegal or not? =/