In compressible fluids such as air, disturbances such as pressure changes caused by a solid object moving through the medium propagate through the fluid as pressure waves traveling at the speed of sound. When the cause of the disturbance is moving slowly relative to the speed of sound, the pressure wave enables the fluid to redistribute itself to accommodate the disturbance, and the fluid behaves similarly to an incompressible fluid.
However, when a disturbance moves faster than the pressure waves it causes, fluid near the disturbance cannot react to it or "get out of the way" before it arrives. The properties of the fluid (density, pressure, temperature, velocity, etc.) thus change almost instantaneously as they adjust to the disturbance, creating thin disturbance waves called shock waves and shock heating. Shock waves ultimately degenerate to normal pressure waves as their energy is absorbed by the medium.
Analogous phenomena are known outside fluid mechanics. For example, particles accelerated beyond the speed of light in a particular medium, such as water, where the speed of light is less than that in a vacuum, create shock effects, a phenomenon known as Cerenkov radiation.
There are two basic types of shock waves: blast waves and driven waves. A blast wave is produced by explosive phenomena. Blast waves travel out from their source with a supersonic speed. A driven wave is produced by a source that constantly ejects matter (for example, the solar wind). A driven wave can reach a static state where it bounds the wind.
An everyday example of a shock wave is from the TV series The A-Team (or any other action series or movie). When handgrenades are thrown at the bad guys they are supposedly blown away, flying through the air, by the blast waves of the grenades.
Another example of a shock wave is the boundary of a magnetosphere. At the shock wave, particles from the solar wind will abruptly slow to subsonic speeds.
See also: magnetopause