Or (more likely since most airlines won't let a nine-month pregnant woman on board), born aboard a ship. (These days, most likely a cruise ship).

For extra fun, have them be born on opposite sites of the International Date Line, crossing west-to-east so that the younger twin (born on the east side of the line) is born on (say) July 1st at 8:00 AM local time, while the older twin (born fifteen minutes earlier on the west side of the line) is born on July 2nd at 8:45 AM local time.

For extra EXTRA fun, have them be born on opposite sites of the International Date Line on opposite sides of midnight, AND as the calendar ticks over from Dec 31st to Jan 1st. It gets really, really confusing. Though thankfully, I would bet money that particular example is contrived enough that it has never happened in real life.