Is there a product that can be put on glass in a shower door or window to create privacy, yet still allow in natural light?

Let's talk about shower doors first. Because they are subjected to heavy water usage, your best bet is to change the glass in the door. There are many beautiful and resilient types of patterned glass that can be used in shower doors (such as obscure or textured) which provide privacy yet let light in. If your budget is not too tight, you might even wish to consider a custom-designed sandblasted or etched door, made to your specifications. The Bath Enclosure Manufacturers Association can help you find a qualified local retailer. Now on to the window. If the window is in the path of the water, then you would be best served to replace the glass in the same manner as the shower door above. BUT if the glass is out of the way of water, you may wish to consider adding window film to the window. The film would provide privacy from outside, yet allow you to see it.