Abu Dawud Book 33, Hadith Number 4426.
Narated By Imran ibn Husayn : A woman belonging to the tribe of Juhaynah (according to the version of Aban) came to the Prophet (PBUH) and said that she had committed fornication and that she was pregnant. The Apostle of Allah (PBUH) called her guardian.
Then the Apostle of Allah (PBUH) said to him: Be good to her, and when she bears a child, bring her (to me). When she gave birth to the child, he brought her (to him). The Prophet (PBUH) gave orders regarding her, and her clothes were tied to her. He then commanded regarding her and she was stoned to death. He commanded the people (to pray) and they prayed over her.
Thereupon Umar said: Are you praying over her, Apostle of Allah, when she has committed fornication?
He said: By Him in Whose hand my soul is, she has repented to such an extent that if it were divided among the seventy people of Medina, it would have been enough for them all. And what do you find better than the fact that she gave her life.
Aban did not say in his version: Then her clothes were tied to her.