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Yes! But Nature needs a reason for everything: it will create a shockwave, but never without some cause.

In the case of an atomic blast, a blast wave is created, which is a form of shock wave caused by a blast. Or, in the case of lightning, we hear the shockwave as thunder.  So, a shock wave can form due to energy.

Another example is when supersonic airflow is going through a nozzle, and the pressure outside is much higher than the pressure inside the nozzle. Nature will create a shockwave, usually a normal shockwave, inside the nozzle to match the outside pressure. The nozzle helps produce the supersonic flow, but it isn't an obstacle.