I held a shower for a friend at the Tea Room at Reynolds Tavern last year. We didn't have a private space...but the food and drink were delicious and it was a great setting for our small party (about 10 guests). There is also a make-your-own pottery place on Main St. which could be fun. Good luck!
I've thrown and had thrown for me showers at the Reynolds Tea Room and it's my favorite place! I imagine that many local restaurants would have private rooms, Yellow Fin, Dock Street, etc
There is a place called Center of Town off Dorsey Rd that rents two halls. That's where my shower was and it was great. They are affordable, easy to work with, and the rooms are great.
Re: Baby shower Annapolis or around