empty, hard, outer, protective, thick
She had built up a protective shell around herself. (figurative)

broken
egg (usually eggshell)
sea (usually seashell)
conch, cowrie, mussel, oyster, snail, tortoise (usually tortoiseshell)
coconut, peanut, walnut

have
creatures that have shells

come out of, emerge from (both often figurative)
He's really come out of his shell since he met Marie.

go (back) into, retreat into, withdraw into (all often figurative)
The snail went back into its shell.

remove sth from
Remove the mussels from their shells.

break (open), crack (open)
shed
Male crabs shed their shells twice a year.

unexploded
spent
a heap of spent brass shells from a machine gun

anti-aircraft, artillery, cannon, mortar, shotgun, tank
depleted uranium, high-explosive
tank-busting guns that fired depleted uranium shells

incoming
The telltale sound of an incoming shell was heard.

load
fire

fly
A shell flew over his head and exploded in front of him.

fall, land
burst, crash, explode
hit sth, strike sth
Two shells hit the roof.

fire
They braved heavy shell fire to rescue the wounded.

shock
soldiers suffering from shell shock

case, casing, fragments, splinter
crater

concrete
burned-out, empty, hollow (all often figurative)
The fire reduced the school to a hollow shell.
I had become a hollow shell.