A shock wave is any compressional wave of energy or matter caused by the shock of an explosion that travels through a surrounding medium. In space, these phenomena are typically created by the destruction of large planetary or stellar bodies, and can sometimes carry subspace effects.
In 2293, a massive subspace shock wave was caused by an explosion on the Klingon moon Praxis. This resulted in severe damage to the ozone layer of Qo'noS. (Star Trek VI: The Undiscovered Country; VOY: "Flashback")
In an alternate timeline in 2371, USS Voyager encountered a shock wave emanating from a massive polaric ion detonation on Makull's homeworld. The shock wave never occurred after Kathryn Janeway and Tom Paris averted the explosion. (VOY: "Time and Again")
In 2373, the crew of Voyager observed a supernova explosion. The pressure on the leading edge of the subsequent shock waves was over ninety kilopascals, which was 30% more than they predicted. (VOY: "The Q and the Grey")
In 2375, Voyager could not use its phasers to stop Tom Paris from destroying a Monean underwater oxygen refinery from the Delta Flyer, because the phasers would produce a hydrodynamic shock wave that would have caused substantial collateral damage. (VOY: "Thirty Days")