A Halloween themed baby shower lends itself nicely to a co-ed baby shower, though this is only one option. You could certainly have a baby shower with a Halloween theme and not have it be co-ed at all. That is completely up to the hostess and the mother-to-be.
In my Halloween Baby Shower Guide, I'm going to cover the following topic ideas:
I would also add that having at least the mother-to-be dress up in some sort of costume will really help sell this theme to your guests. This doesn't have to be very elaborate, but something fun!