In the Glee episode "Journey", Rachel, Santana, Mercedes and Puck are in the delivery room with Quinn when she has the baby.
In the episode, Quinn goes into labor and is rushed to the hospital. Rachel, Santana, Mercedes and Puck all accompany her to the hospital and stay with her in the delivery room. Rachel and Santana are the first to arrive and support Quinn as she goes through labor. Mercedes and Puck arrive shortly afterwards, and all four of them are there to witness the birth of Quinn's baby.