I don't like the idea of a shower for a woman's second marriage. To me, that just seems grabby... UNLESS there are extenuating circumstances, like the bride's ex-husband got everything in the divorce and she has bupkis for her new household.
I didn't even have a shower. My in-laws threw us a very nice engagement party, and we got plenty of gifts from that. (I don't think you are obligated to bring a gift to an engagement party, but that's just what's done, at least around here.)
For babies, I do believe in having a celebration for each baby, but not necessarily a shower. Every baby is precious, the second and third no less than the first. I plan to have a celebration for each baby I may have, but they will be Jewish baby namings, not showers. If people want to bring gifts, I won't turn them down

, but I won't be expecting gifts.
I wouldn't be surprised to receive a shower invitation for a second baby, particularly if the baby is of the opposite sex as the first baby, or (as toocute mentioned) the baby will be born in a different season, or mom is expecting twins and suddenly needs two of everything.
As for the "naughty or nice" shower theme, can I just say UGH! Obviously a man came up with that one