Nancy Reagan was not pro-life. She's also a big embryonic stem cell advocate. And, I have read she supports gay marriage, but I haven't seen any quotes directly attributed to her, so it's tough to know conclusively.
As a matter of historical factual accuracy, we have never had a conservative First Lady. Mimi Eisenhower is probably closest, although the social issues of today really didn't exist during her tenure, so it's difficult to tell precisely where she comes down on some of these issues. But, she probably had the most conservative and traditional personal life of any modern-day First Lady.
... which is pretty amazing since her hubby oversaw the fourth biggest expansion of government, after FDR, LBJ and BHO. Nancy certainly wasn’t straight-line pro-life, but she hardly was the Elizabeth-Dole-”you-prolifers-are-ruining-MY-party” type, either.