(covers information from several alternate timelines)
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 2371, a level-12 shock wave was created by the collapse of the Amargosa star by a trilithium weapon, destroying the entire star system. The same phenomenon occurred in the Veridian system, but the implosion was averted by Jean-Luc Picard and James T. Kirk. (Star Trek Generations)
In 2371, USS Voyager encountered a shock wave emanating from a massive polaric ion detonation on Makull's homeworld which instead of dissipating into the future was dissipated into the past. This had the effect of creating temporal fractures which floated across the planet's surface. When Kathryn Janeway averted the explosion, the shock wave never occurred. (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")
Also in 2373, Benjamin Sisko and Michael Eddington used ejected impulse exhaust from their runabout to detonate the plasma fields in the Badlands, causing a shock wave that damaged two pursuing Jem'Hadar fighters and eliminated their ion wake. (DS9: "Blaze of Glory")
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")