Here’s an easy, but fun game for a baby shower. I especially like it because the supplies are inexpensive: pins and a prize.
Pick up a set of clothes pins, we found a cute set of mini plastic pink and blue pins. Get enough for one per guest.
Give a pin to guests as they arrive. Have them pin it to their sleeve. Instruct them to ‘steal’ a pin from someone when they say the word BABY.
At a pre-determined time during the shower, award a prize to the guest who has the most pins collected.
Also works well for baby showers where men are present too.
Do It And How 
Good overview of the clothes pin game! Playing don’t say baby is even more personalized when the clothespins go with the baby shower theme ; )