Alright, I'm something of a font junkie, so here's what I know:
Commercial:
Jukebox Fonts puts out "Fenway Park", which is probably the closest you'll find to the script fonts used in MLB, but it lacks the "swashes" that go under the team name.
Letterhead Fonts has a few (LHF Ballpark, LHF Ephemera, LHF Pilsener). The nice thing about those is they also feature "swash" fonts, which you can combine with Fenway Park for some really good-looking stuff.
Free:
Mickey Rossi's "Ballpark Weiner" is easily the best freeware font of its kind.
I have made a bunch of fonts, as well, although they're mostly designed to be player nameplates & numbers, but a few are usable for wordmarks, as well.