I don't know about shock waves specifically, but of course there are approaches to manipulating sound/pressure waves in general. For instance, a cursory search yields the following:
Farhat, Mohamed, et al. "Broadband cylindrical acoustic cloak for linear surface waves in a fluid." Physical review letters 101.13 (2008): 134501.
Brun, Michele, Sébastien Guenneau, and Alexander B. Movchan. "Achieving control of in-plane elastic waves." Applied physics letters 94.6 (2009): 061903.
Zigoneanu, Lucian, Bogdan-Ioan Popa, and Steven A. Cummer. "Three-dimensional broadband omnidirectional acoustic ground cloak." Nature materials 13.4 (2014): 352.
Note that these are mostly for in-plane waves, or 2D problems. They are analagous to the so-called 'invisibility cloaks' that use metamaterials to 'bend' certain frequencies of light around objects, that were all the rage in the popular science articles a few years ago.
By analogy I could imagine using layers of concentric steel cylinders to at least attenuate the effect of the shock wave. I haven't run the number's but I imagine the massive pressure gradients associated with shock waves would lead to difficulties with this approach (concrete pillars would't work because they could shatter, I'm assuming here steel would bend). I don't know whether this would work better than just hiding in a large solid steel safe, so it's not very practical. As I said, I don't think these methods are necessarily applicable to shock waves, but perhaps it's a good starting point.
Here's a popular article about such an approach (again two dimensional) to 'hide' ocean waves from tsunamis.