January Jones Baby Daddy on Newsfeed - January Jones is pregnant and she still hasn't told us who the baby daddy is!? Stressful I know. Matthew Vaughn is the current fan favorite. He's the director of the new X-Men First Class movie, a film January is in and, oh by the way, he's married! Wow, a guy cheats on his wife and gets a girl pregnant…what's he trying to do? Be the next governor of California or something?