We didn't have a wedding shower or bachelor/ette parties (US wedding) and in fact I've not been invited to or heard of many wedding showers at all.
I know some women whose churches or older female relatives put on showers for them, but it's not nearly as common as I think it was in my mom's generation (so, weddings 35 to 20 years ago versus this decade) to have friends host a wedding shower.
I do think bachelor/ette parties are common, but they're not usually gift-giving occasions (aside from treating the future bride/groom to a night out). I've seen a few where people buy the bride some lewd gifts or lingerie, but that's the exception. They also vary widely in scale, from a night at the pub or dinner out, to an expensive island vacation or Vegas trip.
Baby showers are reasonably common, but I don't think they're expected. I certainly wouldn't expect anyone to throw me one (no close friends or local family, and no longer in a workplace where they're hosted by the office -- I do see small workday baby showers among some friends and at some former employers).
Christenings or baptisms as in the religious ceremonies are common in some religious circles, but I've only rarely heard of them as big parties (more than just close family or perhaps a few friends); brises may tend to be bigger parties, but it's hardly required. My Jewish family do observe the custom of waiting till after the baby is born to give any gifts or a shower.