The General Council for Massage Therapy has a 21 page document about contra-indications for massage. However very little of what is listed there is an absolute, with vigorous massage being avoided on affected areas. Recent fractures are one of the few things that completely stop massage on affected areas. (Mind you massaging through a cast is pretty difficult anyway!
Infectious skin diseases are a problem but they are very rare and I have not come across this yet.
The main thing that I have come across since practising that limits me to very gentle massage on affected areas is the presence of varicose veins. Something I came across several times when training as a general nurse that would do the same for the whole body is very thin brittle skin as a result of long term steroid therapy. (This may be a bit less common than it was when I last worked in general nursing over thirty years ago.)
Pregnancy is no barrier to massage but the practitioner may need to use pillows/rolled up towels to support the client lying on her side rather than on her front for doing the back. These should be present anyway as other clients sometimes need them.