I saw an article in Current Psychiatry about insomnia across women's life stages. It was a nice review of how menstruation, pregnancy, and menopause can change sleep. I'll point out some of the highlights.
Compared to men, women have a 1.3 to 1.8-fold greater risk of developing insomnia. The reasons vary, but include hormonal changes, a greater chance of developing mood and anxiety disorders, and other factors like being single, separated, or widowed.
Sleep complaints are common in Premenstrual Syndrome (PMS) and Premenstrual Dysphoric Disorder (PMDD).
Of course, any woman who has been pregnant will tell you how difficult it can be to sleep as the baby grows. Usually, sleep worsens as women approach the delivery date. Difficulty breathing is a common complaint, as the baby pushes up on the diaphragm, which then compresses the lungs. Obstructive sleep apnea can also become an issue during pregnancy, usually associated with weight gain. Pregnancy can also bring on Restless Legs Syndrome, possibly related to temporary iron deficiency.
Finally, post-menopausal women can have sleeping difficulties due to hot flashes at night. Also, they are at increased risk of obstructive sleep apnea as their female hormone levels diminish.