(1) Craft stores usually sell these little plastic pacifers, they come in blue, pink, or some neutral gender color. You can string them on string (make them into a necklace) and every guest gets only one necklace (one pacifier on each string). Choose something the guests cannot say during the baby shower. For example, they can't say the word "baby." If someone says the word baby and they are caught, the person who caught her (or him) takes the necklace. The guest with the MOST necklaces wins a prize.
(2) Each guest gets a paper plate and a crayon (color of their choice) and they put the paper plate on their heads. They draw a picture of the baby-to-be and the mama or daddy chooses the best looking baby. The winner gets a prize.
(3) Randomly choose a chair and tape an envelope or piece of paper that says "Winner". The person sitting on that chair wins a prize.
(4) Fill a jar of M&M's. Make sure YOU count and know how many are in the jar and have each guest guess how many. The person closest, without going over (or you can use your discretion) wins the jar of M&Ms.
(5) Create a word scramble of words used for baby (diapers, bottles, rattle, etc.). Set a timer for whatever time you think is appropriate based on the number of words you have and the person who unscrambles the MOST wins a prize.
These are just a few games I have played at baby showers. Have fun!