To be honest, I never really looked for them until I saw Gaige's tree. I can't seem to find any in my safes, except a Mongol, so are we just going to have to stick with purples and Gaige's skills for the shock damage stuff? Edit - Forgot about the Baby Maker.
Thunderball Fists is the only legendary gun that is specifically shock that comes to mind. For Grenades you've got Storm Front and Quasar.
That said, you can find shock varieties of many excellent guns (CC, Infinity, Shredifier, any number of launchers, White Death).
Wait, there's a shock Shredifier and White Death? We're in business then. Gaige master race gogogo. Should still pack a corrosive gun of some sort.....to shoot Deathtrap with and let him worry about it XD
I used a Shock Vlador Sniper on my Gunzerker when leveling up (which basically functioned as a better AR than most real ARs I found), it was my baby and slaughtered anything...well except the few electric specific enemies of course. Shock is a pretty underrated element.