Oh, so you can make train cookies - get a box-car shaped cutter, and you can put each person's name on the boxcars, and use them as table-decoration/place cards. The engine and caboose can be mom and dad and baby!

You may be able to find little train beads if you have a bead store nearby, a bead and a length of ribbon and - tada! You have a bookmark - bead on one end, and tie a knot on the other. I have a froggy bookmark from a friend's baby shower that was done that way. And you can also use them/hand them out in a unique way - if you have a game you are going to play that involves pen and paper, roll up the piece of paper, and use the ribbon bookmark to tie it in a tube. People can then each take one to do the game, and keep the bookmark.

A fun "favor" from that same shower as the bookmarks were the pens. The auntie had just bought a whole bunch of inexpensive ballpoint pens, some silk flowers, and florist's tape. She used each pen as a "stem, and wrapped the flower to the top, then put them all in a vase, so it looked like a centerpiece, but was actually a favor for us to use and then take!