I've thrown a few baby shower ideas.
A couple of games we have played are:

Peg game - Give each person a peg (or baby pin, riboon, or whatever) and during the night if they say the word 'BABY' they have to give up to the person that catches them first and says 'YOU SAID IT'. The person with the most pegs at the end of the night wins a prize.

Baby Pictionary / Charades - This ones a hoot! Write down a whole heap of baby related items (such as In Labour, Stinky nappy, waters breaking, sore nipples etc) and let the guests either draw or silently give clues in Charades.

Supermom challenge - Have two guests compete against each holding a toy baby in one arm whilst hanging several nappies on the line. Quickest wins.

Blindfolded baby - Ask for four volunteers (one should be the mummy to be or just pick 4 good sports). Sit two ladies (babies) on a chair with a towel around their neck/clothes and get them to wrap their arms around the back of the chair.
The two other ladies (mummies) are blind folded and stand behind the chair with their arms where the (babies) arms should be. The two teams then race to feed each 'baby' a small can of baby food with a spoon. (Heinz baby apple or pear is the nicest - baby custard is kinda gross!) ... I hope that made sense - I can get messy but is SO FUNNY!

I always buy a packet of newborn nappies and a permanent (non toxic) pen. As the games are played pass these two items around in a basket and have the guests write postive / funny messages on them for the mother and father. (Such as, 'Hope you are getting lots of sleep' Remember we love you' 'I told you so!' etc)I wrap these nappies up with a little bow for the parents to use during the first week when their baby comes home.

Hope these ideas help. Have fun!