According to this study, mouse brains exposed to diagnostic ultrasound grew incorrectly. This is brain damage during development.
Developing brain cells have to migrate from a starting location to a distant one, where they link up to other cells. This study suggests that ultrasonic exposure can disrupt this, knocking cells around and leading to mis-connections.
Coincidentally, the brains of autistic individuals can display issues with interconnectivity and other such similar phenotypes – http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0049172
Side effects like this need further study. Please support the petition at https://www.change.org/petitions/health-risks-of-prenatal-ultrasound-the-urgent-need-for-more-research-and-regulation so further research can be performed on how this affects the health of people.