Why not? Zeus impregnated a woman once without a body. I think he made himself into some sort of mist or golden rain shower or ray of light or something. I cannot remember who the woman was (or the child) off the top of my head, some mortal -- obviously not Hera, his wife, heaven forbid! He liked to change his form when cheating on his wife, so it wouldn't be so obvious that he was cheating on her. Sneaking, that one.
, the woman is Danae, daughter of Acrisios (the king of Argos). Zeus and Danae's son is Perseus.
