You do not have to go. People have lives and busy schedules, and you're already generously throwing a shower for the bride. It's not necessary to attend another if you can't make it or don't want to attend for whatever reason.
Each guest generally only goes to one shower. Sometimes, if a person goes to one shower of people invited to the wedding, they may also be at work, sports group or club when the whole group not going has a party, but these are usually a collection of a few dollars toward refreshments and a gift or two. Not a regular larger shower gift.
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My FMIL is 3hrs away and she is coming to (the only) shower I am having but we cleared the dates with her first and made her part of the plans. I’d never expect her to plan one local to her but if she did, I definitely Wouldn’t expect her to drive down to the one here. Send your regrets and we’ll wishes! She should understand.