A friend of mine just got an invitation to a bridal shower, but she doesn't think she'll be invited to the wedding. My immediate reaction was of course you'll be invited to the wedding -- you can't get invited to the shower if you're not invited to the wedding.
To which her husband replied, "Really? I don't think people know that."
Well, now they do. You don't invite people to a bridal shower if they are not invited to the wedding.
However, there are exceptions:
1 - You eloped and the shower is post-ceremony.
2 - Your office threw the shower and they know they're not invited to the wedding.
3 - You are having a very small wedding but your mom wants to throw a shower for you with her closest friends.
4 - Same as above but this time it's your fiance's mother.