Here's some baby shower game ideas sites I've quickly found:
babbee
Central
Genius (scroll down a bit)
Some of my favourite games are:
* softening chocolate, spreading it on newborn nappies, numbering them 1 to 8 (or so), and have people smell them and guess what type of chocolate they are - great icebreaker!
* Pass the parcel made of baby wraps or old-fashioned cloth nappies. The one I've seen had crunchy bars between layers.
* How many bottles are in the bottle? It's like jelly beans in a jar but it's milk bottles in a baby bottle. Closest guesser wins the bottle.
* Passing a journal around for words of advice/wisdom/encouragement for the mother.