I think most brides give a lot of thought to who they should or should not invite to certain events and I think it's only natural to wonder if you should invite out-of-town family and future in-laws to your shower(s).
I say you should absolutely invite them - they will be thrilled to be included. It's a thoughtful gesture that shows you're thinking of them and hope they could be there, even though it's unlikely that they'll be able attend. One thing to keep in mind is that you don't have to invite all the women on your fiancé's guest list. After all, a shower is supposed to be a party for a bride's closest friends and family members, so be sure and send invites to your fiance's immediate family (i.e. mom, grandmothers, sisters) and maybe a few of his closest friends. It's doubtful that they'll think you're being greedy—in fact, they're more likely to feel slighted if you leave them out.