Yes, they happen. To pretty much everyone. It's unfortunate but true. Look at how much your body is growing to keep that baby in there... of course stretch marks will happen. It's natural and honestly it's genetic, so yes you can get some cream to make you feel better... but give yourself a break and realize that it's nothing you can prevent entirely.
However, to make me feel like I was at least trying to avoid stretch marks I did use Palmer's lotion on my belly. It was more of a bonding experience really, where I'd put it on my stomach first thing in the morning out of the shower and then at night before bed.
Did I get some stretch marks? Yup, I sure did, nothing major, nothing I can avoid when I check myself out, but they happened to me. My sister and I talk about our stretch marks. We refer to them as our battle scars, just like the small belly fat that still exists despite losing all baby weight months ago. They are just signs that we did something AMAZING. We had babies. We carried babies to term. Our bodies were that freaking cool!
Really though, your pregnant and post-pregnancy body is something to be proud of. I know it doesn't feel that way at times, but truly it is incredible and a miracle that you even can have this baby growing inside you. Be grateful.