Every B&B I've been to has private baths. The link below is where we got married in Appomattox, VA, right near the surrender grounds.
http://www.springgrovefarm.com/
Each room has its own bath, and it was fantastic. The owner was actually my 6th grade teacher. She let us decide what time we wanted breakfast, etc. Several of our friends had such a good time that we're all planning on going back for a weekend for a reunion.