The idea is that you shout "O!" at the start of the "O say can you see!" line in the anthem. But don't even think of doing that at a Nationals game in D.C.

Haven't taken the Charm City Circulator bus, but the idea seems to be the same as on D.C.'s Circulators--simple, frequent, easy-to-understand bus service--except theirs is free too. The maps show all the lines going back and forth.

About Amtrak, I concur about buying a coach ticket in advance online. You'll need to print it out from one of the Amtrak kiosks at the station, but Baltimore Penn Station (note, not Camden Station by the ballpark) is compact. You can't get lost there.