Has Obi Wan died a virgin
Was Shmi Skywalker a virgin when she received Anakin?
I am not aware of any established canon that states that Shmi at the time of Anakin's birth Was a virgin . In Episode 1, however, she claims that Anakin has no father, which leads us to suspect an "Immaculate Conception" of some form.
QUI-GON: You should be proud of your son. He gives without thinking about reward.
SHMI: He doesn't know about greed. He has...
QUI-GON: He has special powers.
SHMI: Yes ...
QUI-GON: He can see things before they happen. That's why he seems to have such quick reflexes. It's a Jedi trait.
SHMI: He deserves better than a slave's life.
QUI-GON: The power is unusually strong with him, that much is clear. Who was his father
SHMI: There wasn't a father I know about ... I carried it, I gave birth to it ... I can't explain what happened. Can you help him?
Shmi's statements do not relate at all to whether or not she had sexual intercourse prior to Anakin's conception or birth, so we cannot (without other evidence) say with certainty that she was a virgin at that point. However, it seems she firmly believes that any intimate relationships she may have had prior to the discovery of her pregnancy were long before the point in time that they could possibly have resulted in this pregnancy.
The quoted text is from a copy of The Phantom Menace Script from BlueHarvest.net.
The script was discovered via Wookiepedia.net's article about Shmi Skywalker Lars.
Wookiepedia page found via Google.
EDIT: It seems that there is a novel out there that exactly addresses your concern. If you accept the book of Darth Plagueis as canon, here are some things to consider:
Almost a decade before his death, the Sith Lord Darth Plagueis and his apprentice Darth Sidious committed an act that was directly contrary to the nature of power. To advance their plan for galactic domination, the two Sith attempted to bring into being a being of their own design by pouring their hideous intent in waves through the Force to the myriad midi-Chlorians spread across the galaxy. The experiment failed, however, and the midi-chlorians, unwilling to obey, not only thwarted Plagueis' attempts, but countered with reprisals and conceived a child inside the slave Shmi Skywalker. 
The quote on Darth Plagueis comes from Wookiepedia's page about Anakin Skywalker.
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