Expression "to arrive at a place with your hands hanging"

"Don't show up empty-handed." gets 4,400,000 hits on Google. I'd say that's probably the winner ... hands down.

My mother has often said that she never liked to arrive at a social gathering with both arms the same length, which I think captures well the spirit of your Spanish expression.

My mother is English, but has lived in Ireland long enough to pick up many Irish expressions. I don't know where this expression originates.

In A Dictionary of Hiberno-English: The Irish Use of English by Terence Patrick Dolan there is the entry: arm. Here we can read: "He came home with one arm as long as the other (i.e., without any kind of present ...)".

Also, on urbandictionary.com we can read:

One arm as long as the other
Basically turning up somewhere with nothing to give when something is expected. i.e coming to a party empty handed. Irish in origin

Jim: "Dave arrived in late to the wedding yesterday, the clown"
John: "Typical. Did he bring a pressie"
Jim: "Not at all, arrived in with one arm as long as the other [emphasis added]"

So, Spanish expression "llegar con las manos colgando" seems perfectly equivalent to English "one arm as long as the other".

To have nothing to contribute is, in fact, one of the principal meanings of empty-handed, and what I would turn to naturally: We can't just show up to the baby shower empty-handed!

There are more colorful words for those who exploit others' generosity, though— moocher, freeloader, schnorrer, sponge, free-rider*— or those who would do anything to save a little money—cheapskate, skinflint, tightwad. We can't just show up to the picnic empty-handed, they'll think we're moochers.