Less anecdotal, but not a real study. This person has been collecting data online and has over 8000 responses.
http://spacefem.com/pregnant/charts/duedate8.php
The chart gives you a sense of the associated variance (which is huge), but overall the average weight does go up somewhat for late term babies. For 42 days on the nose, it's 8 pounds 4 ounces.
I'd encourage folks to submit your own stats. It's nice to have an additional resource we can look to for data on these things our bodies are doing. I get kind of tired of reading through long lists of comments when there should just exist publicly available data sets that have averages and standard deviations so we have some idea what to expect.