There are four types of shock that can cause death, the other type of shock that people generally talk about in these situations is a psychological (a type of stress disorder) that despite being troublesome isn't usually something that can kill someone. If it does it's usually because the person has become unable to think appropriately and as such does something like lying in the cold and dying from exposure, for example.
People often get physiological shock confused with psychological and use the broad spectrum term 'shock'.
In rare events a bad break can cause hypovolemic shock from some damage to the circulatory system but it's rare and not what you were talking about.
Extra reading for anyone interested learning about shock (and some first aid tips):