There is at least one book in existence full of baby shower games... maybe you could check the library.
A friend of mine threw a shower for her daughter, and they played this nursery rhyme game-- guests had to make a list of all of the titles they could. This could also be the scrambled word game Hootie mentioned.
There's also the tray game. Put random baby items on the tray, bring it out, have the guests look at it for 30 seconds or so, and then take the tray out of the room. The person who remembers the most items wins.
edited to add I just did a google search of "baby shower" and came up with this site.
baby shower games
Enjoy!
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