Maybe it's because the reproductive process is so strange that humans have been telling stories about virgin births since storytelling began. The most famous of these tales is, of course, the one about the birth of Jesus Christ whose mother, Mary, is said to have conceived while still a virgin.
While it's technically possible for a woman to produce a virgin birth, it's incredibly unlikely. On the other hand, parthenogenesis (the scientific term for virgin birth) is common among other creatures in nature. Hammerhead sharks, komodo dragons, mole salamanders, and an assortment of other reptiles, fish and insects can all produce offspring without mating.
It all starts with something called a "germ cell." This germ cell splits in two, and then each of those halves splits again. Now you've got four reproductive cells, called gametes. Three gametes are discarded. The remaining gamete contains half the chromosomes necessary to create a new individual. In sexual reproduction, a female gamete and a male gamete fuse, creating a complete set of chromosomes.
But in parthenogenesis, the female gamete, or egg, contains a complete set of chromosomes and is able to stimulate itself to grow.
Incredibly, there are species of insects that go back and forth between parthenogenesis and sexual reproduction, depending on which method works best for the environment they're in at the time (e.g., is there a mate available?). Then there's something called cyclic parthenogenesis in which organisms such as water fleas alternate back and forth between mating and non-mating reproduction.
As yet, nobody's found any examples of parthenogenesis in mammals, but it's been artificially induced in rabbits, among other critters, with the help of temperature control and chemicals [source: ANSCI]. No luck with humans so far...