Ok, no, obviously, I have not had a baby shower, but have been to several of my friends.
Some games that I have seen:
#1) Diaper Game
~ Basically what you do is you get several types of chocolate candy bars (ie: snickers, Kitkat, milkyway, etc...) and you smush them in diapers and then they are passed around (each diaper is labeled with a number or letter) and people look at them, smell them, and write down for each diaper what they think that candy bar is.
#2) Baby Bottle
~ If you shower will have the baby's father there and other men there, I have been to ones in which they make up milk baby bottles, and the men are in a race to try and suck through the nipple of these bottles the milk until it is all gone. The first one to do this wins.
#3) Blessings (not really a game)
~ I have been to showers in which the hostess (if you don't host your own baby shower) gives everyone a piece of paper to write well/blessing wishes for you , your baby, or both of you. So that when you are up tired with a collicky (sp) baby at 3 am or so you can read those and give you comfort and make you realize how special your little one is and that you aren't the only one that has gone through this experience and you aren't alone. Then the hostess takes the pages and puts them in a scrap book for the expectant mother. (Hope this makes sense)
#4) How Bigs Mommy Game
~ I have been to showers in which they give people a roll of toilet paper and pass it around, as each person recieves the roll of toilet paper, they tear off the amount that they think will go around the momy to be's expectant tummy. Who ever gets closest, wins.
#5) Dice Game (can be done whenever, but is really good with alot of people, specially women)
~ Get 3 gift bags with suprise gifts in them, then you get 2 sets of dice (total of 4 die), then you have everyone in a circle around a table and you give one set to each end of the table. When you say go (this is timed to about 7 minutes) the person's with the dice will roll, if they roll a pair (snake-eyes, a pair of 6's, etc..) then they get to grab one of the suprise gift bags that are in the middle of the table. Once they are done rolling or getting thier bag, they hurrily pass the dice to the person on thier left, who immediately does the same thing. If all bags are out of the middle of the table, this is where the real fun begins. Because, this is when if you roll a pair and the bags are all taken, you get to pick and still one from another person. Now the fun really beings and everyone is hurrily laughing sooo hard (My sister did this one with my Bridal Shower she through me and it was a blast!!) when time is up, the people with the bags, get to keep the bags and what is inside them.
#6) Clothes Pin Game
~ This game is a continual game through the whole entire time of the shower. Basically everyone is given and wears a clothes pin on thier clothing, if that person says a "key word" (ie, like baby, or girl, or boy, or name of child to be - only one of these though) then the person that catches them doing this gets to still thier clothes pin and all other clothes pins that that person has been able to get during the shower due to other people saying the "buzz" word. At the end of the night, the clothes pin per person are totaled up and the one with the most clothes pins, wins. (gets a prize).
#7) Ice Cube Baby
~ This is also a continual game as well. Warning: There is some preparation needed for this game. At some stores you can find little plastic naked babies. Buy some of these then go home and fill ice cube trays full of water and drop one baby in each other the ice cube squares. Freeze the tray to make ice cubes. As your guest arrives, and starts to get something to drink, but one ice cube (per person there) in each person's drink. Whoevers baby melts all the way through, wins. Note: there is to be NO SUCKING, CHOMPING, etc with the ice cubes.
There are more, but for right now, these are all the ones I can think of. btw, have you looked online?
Good luck and Congratulations.