I have read that there is something called "splash pregnancy" which is when you get pregnant without having penetration. So far I have only found anecdotal stories about it, but is there any documented case? If so, what are the chances?
Unlikely but possible according to http://www.americanpregnancy.org/preventingpregnancy/pregnancyfaqmyths.html
Can sperm travel through clothing or material? If the clothing was completely saturated with semen and was in direct contact with a woman’s vagina, there is a very slight chance the sperm could enter the vagina, but this is highly unlikely. No conclusive studies have been found to give a definite answer on this possibility.
While I can't find any cited cases, it seems that it's physiologically possible with close contact - ejaculation directly on or near the vaginal area, or ejaculation spread onto the vaginal area by clothing. Sperm loses potency quickly outside the body.