A shock wave can move through any material. An earthquake is a shockwave traveling through the ground. Shock waves can also be felt in water. A shock wave is affected by the materials it travels through, and different materials have different effects. A thick material, like water, might help the shock wave travel further, where as a thin material, like air, would not. This is similar to the way that sound waves are affected by what they move through, but sound waves and shock waves are not the same.