Shock wave theory was first studied for gas dynamics, for which shocks appear as compression waves. A shock wave is characterized as a sharp transition, even discontinuity in the flow. In fact, shocks appear in many different physical situation and represent strong nonlinearity of the physical processes. Important progresses have been made on shock wave theory in recent years. We will survey the topics for which much more remain to be made. These include the effects of reactions, dissipations and relaxation, shock waves for interacting particles and Boltzmann equation, and multi-dimensional gas flows.