here are some of the games we played at mine and some others we had considered doing:
diaper change game: use two stuffed animals and open a small pack of diapers and see who can put the diaper on the "baby" the quickest and neatest. sounds dumb, but actually turned out to be quite entertaining
gerber jars: buy 5-10 different baby gerber food jars and write numbers on the tops 1-10 then make an answer sheet saying which jar# is which flavor. ex: jar #1 is carrots, jar #2 is peas, ect..... then remove the labels and give everyone a pen and paper and guess which jar is which flavor
how well do you know mommy and daddy: make a sheet of questions for everyone and have them answer questions about the parents-to-be. ex: what is mommys favorite food, what is daddys favorite movie, ect. see who knows them best
pin the binkie on the baby: self explanatory, but this game is mainly for the kids at the babyshower if there are any.
poopie diaper game: buy a few different kinds of candy bars and put them in a diaper and microwave it, looking like a dirty diaper... have people walk around guessing which candy bar is in which diaper
measure the belly: theres ribbon you can buy specifically for a babyshower i think its called something like "how big is mommy" then have people cut off a piece of the ribbon (it could really be anything, string even. it doesnt matter) to the length that they think would fit around mommys baby belly. closest wins.
baby chart: have people guess around the due date when mommy will have her baby. this one you will have to give them a prize after baby is born of coarse
baby a-z: have the guests name a baby item that starts with each letter in the alphabet. person with most items wins.
those are only some of the few that i had done or considered at my babyshower... but theres alot of other great ideas here:
http://www.babyshower101.com/baby_shower_games.html