Not so much a game, but it's really funny to do baby related madlibs. Just write a story about the mother to be, what she does, etc...you can even end it with some funny way of her going into labor. Then you go through and take out words in each sentence. So you end up with like "There once was a ----- named Shannon." And then at the end "And the doctor said 'Congratulations! It's a ------!'"
Then without reading the story, you ask the guests for a word to fill in the blank. ("I need a feeling word" or "I need a 'thing" or a "place"). They shout out words and you put them in. Then when everything is filled in, you read back the story. It's really funny. My friend was a pen that gave birth to a rainbow. I wrote guests in to the story...like the mother to be goes into labor at the shower and all the guests have to help. One guest says "quick! Someone get the -----" and another tells the mommy to be "It might help if you -------". Those are always really fun sentences because the guests feel really involved and it's fun to hear what they "said" to the mom to help...like "It might help if you.....bake a cake!"