These are some I've seen played before:
Guess the tummy - everyone writes down what they think the pregnant ladies current tummy measurement is and once everyone's guessed you measure and the closest wins a prize.
Guess the date/sex - This doesn't have a winner cause you don't know till the baby is born, but it's an opportunity for everyone to record when they think the baby will be born and (if you don't already know) the gender and the weight.
Observation game - A number of baby related products - e.g. a nappy, powder, dummy, bottle, nappy bags, etc. etc. are placed on a tray and the players are allowed to look at the tray for about 20-30 seconds. Then the tray is covered over and everyone has to try and remember as many objects as they can. The winner is the one who remembers the most objects. The whole tray of objects can then be given to the mummy-to-be as a present.
Guess the nappy - This one of the most gross looking games, but for all that, is one of the most amusing. You get a number of different chocolate bars. They are then smooshed into separate disposal nappies. The participants then check the nappies (which should be labelled A, B, C etc.) and have to try and work out which chocolate bar is in which nappy.
Dice game - You sit in a circle and everyone has a piece of paper and a pen. A dice is passed around the circle (or 2 or 3 dice at different points of the circle for a quicker game or a large group). If you get a 6 you draw a body, 1 you draw a head (including face), 2 for a nappy, 3 for an arm, 4 for a leg, 5 for hair. The idea is to be the first to draw a baby. You have to get a 6 for a body before you can do any other parts. And you have to get a 1 for the head before you can do hair. You have to get 3 and 4 twice (only one arm or leg each time) and usually there are 6 hairs on the head. Have a picture for people to check out so they know where they're up to.
I've also seen trivia or anagram puzzles that are baby related. Have fun!
P.S. I'm going to put these suggestions in the "Bright Ideas" group as an easy reference for any having a party.