Pinterest has a help page that says they cannot verify hosted wordpress blogs at this time. When you try to verify and fail, they give you a link to a help page. On that page you can sign up to be notified when more verification options are available.
I even tried setting up a page with the title being the Pinterest HTML document you’re supposed to upload to a server,and pasting the code as text on the page. However WordPress changes the .html to -html when you publish, and it messes up that workaround! Pinterest really thought of everything! Oh well.