Pursuant to this question, and several other questions regarding Anakin Skywalker's conception, I often see Anakin referred to as an Immaculate Conception and to Shmi as having had a Virgin Birth.
Is it canon that Shmi Skywalker was a virgin when Anakin was conceived? Is it known from any source that she was indeed a virgin at the time Anakin was conceived and she gave birth?
I'm not aware of any established canon stating that Shmi was a virgin at the time of Anakin's birth. However, in Episode 1, she claims that Anakin has no father, which leads us to the presumption of an "Immaculate Conception" of some form.
QUI-GON : You should be proud of your son. He gives without any thought of reward.
SHMI : He knows nothing of greed. He has...
QUI-GON : He has special powers.
SHMI : Yes...
QUI-GON : He can see things before they happen. That's why he appears to have such quick reflexes. It is a Jedi trait.
SHMI : He deserves better than a slave's life.
QUI-GON : The Force is unusually strong with him, that much is clear. Who was his father?
SHMI : There was no father, that I know of...I carried him, I gave him birth...I can't explain what happened. Can you help him?
Shmi's statements do not at all address whether or not she had had sexual intercourse prior to Anakin's conception or birth, so we cannot (absent other evidence) say for certain that she was a virgin at that time. However, it seems that she strongly believes that any intimate relations she may have had prior to the discovery of her pregnancy were well before any time at which they could possibly have resulted in that pregnancy.
Quoted text is from BlueHarvest.net's copy of The Phantom Menace Script.
Script was discovered via Wookieepedia.net's article on Shmi Skywalker Lars.
Wookieepedia page found via Google.
EDIT: It seems there is a novel which precisely addresses your concern. If you accept the book Darth Plagueis as canon, then you may consider this:
Nearly a decade before his death, the Sith Lord, Darth Plagueis, and his apprentice, Darth Sidious, committed an act that directly violated the nature of the Force. To advance their plan for galactic domination, the two Sith attempted to will a being of their own design into existence, pouring their abhorrent intent into waves through the Force to the countless midi-chlorians that were spread throughout the galaxy. The experiment failed, however, and the midi-chlorians, not willing to obey, not only frustrated Plagueis' attempts, but countered in reprisal, conceiving a child within the slave Shmi Skywalker.[9]
Quote regarding Darth Plagueis is from Wookieepedia's page on Anakin Skywalker.
Lucas confirmed (in an interview in Feb, 2005) that Anakin's birth was "virgin[al]".
"It was a virgin birth in an ecosystem of symbiotic relationships. It means that between the Force, which is sort of a life force, and reality, the connectors between these two things are what we call mitichlorians. They’re kind of based on mitochondria, which are a completely different species, a different animal, that live inside every single cell and allow it to live, allow it to reproduce, allow life to exist. They also, in their own way, communicate with the Force itself. The more you have, the more your cells are able to speak intuitively to the Force itself and use the powers of the Force. Ultimately, I would say the Force itself created Anakin. I don’t want to get into specific terms of labeling things to make it one religion or another, but, basically, that’s one of the foundations of the hero’s journey."
It's not entirely clear if he just means "without Shmi having had sex recently", but it's a kids film with a giant cartoon rabbit, so we can hardly expect him to go into the finer points of how babby is formed.
