The short answer: it depends on the type, and guidance is mixed. Salmon itself is a low-mercury fish that health authorities encourage in pregnancy, but "smoked" is the sticking point. Hot-smoked salmon and smoked salmon cooked into a hot dish are widely treated as safe, while cold-smoked or cured (lox-style) salmon carries a small risk of listeria that the CDC and FDA advise being cautious about. This page summarizes what ACOG, the NHS, the CDC, and the FDA say.
Not all smoked salmon is the same. Hot-smoked salmon is cooked through at a high temperature, so it behaves like other cooked fish. Cold-smoked salmon and cured lox are prepared at low temperatures that do not reliably kill bacteria, so they are considered ready-to-eat refrigerated seafood. Salmon is also naturally low in mercury, and the FDA and EPA list it among their 'Best Choices' fish for pregnancy.
The concern with cold-smoked and cured salmon is Listeria, a bacterium that pregnant people are far more susceptible to and that can cause serious harm to the baby. The CDC and FDA advise against eating refrigerated smoked or cured seafood unless it is cooked or part of a cooked dish, such as a bake or quiche heated until steaming. The NHS has updated its position to say cold-smoked and cured fish can be eaten in pregnancy while acknowledging a small listeria risk, which is why overall guidance is mixed rather than a clear yes. ACOG broadly encourages low-mercury cooked fish in pregnancy and emphasizes food-safety practices to avoid listeria.
If you want the lowest risk, choose hot-smoked salmon or heat any smoked salmon until it is steaming hot (about 165F / 74C) before eating. Buy from reputable sources, keep it well refrigerated, and eat it before its use-by date. Cooked salmon fillets are a fully safe way to get the same omega-3 and protein benefits. If you have already eaten some cold-smoked salmon, this is common and not a reason to panic; watch for flu-like symptoms and contact your provider if you feel unwell.