Shields don't exactly fall from the sky. Whenever I level a new tank I end up thinking "ok where was it I was gonna go next to get that shield?". One might think I should know this by heart by now, but alas... To aid my crippled memory and all the rest of you who might be looking for this kind of thing, here is a simple list of all the shields you might want to have for your tank from either instances, quests, crafteds or AH!
I decided to list them by level, since that's probably the easiest to follow. But if you're looking for shields that drop in a certain location just push ctrl+F and write the abbreviation e.g. WC, BFD, BRD, AH (Auction House that is) and etc. If you're looking for a certain boss drop just write the name of the boss. Remember that quest reward shields usually are obtainable at low levels although it requires you to do a higher level instance, which means that even if you can take the quest for the shield at level 20, you might have to be several levels higher to do the quest (depending on how boosted you can be).
Shields with mostly caster stats not included (although some of them are ok for tanking).
Shields from heroic Outland instances not included, since no one does them anymore.
Shields of green quality not included (since they're generally not very good).
Shields from raids not included.
Shields from PvP rewards not included.
Shields are all of blue quality unless stated otherwise.
Level requirement - name (location, mob)
15 - Gold-plated Buckler (DM, Miner Johnson (Rare)), Kresh's Back (WC, Kresh), Worn Turtle Shell Shield (WC, Kresh)
18 - Arctic Buckler (Quest, Blackfathom Villainy)
19 - Redbeard Crest (AH, BoE)
20 - Commander's Crest (SFK, Commander Springvale)
23 - Marbled Buckler (Quest, A vengeful fate (horde), The Crone of the Kraul (alliance))
25 - Shield of Thorsen (AH, BoE)
26 - Resplendent Guardian (AH, BoE)
27 - Heart of Agamaggan (RFK, Charlga Razorflank)
28 - Thermaplugg's Central Core (GR, Mekgineer Thermaplugg)
30 - Vigilant Buckler (Quest, Malin's request (alliance only))
32 - Pit Fighter's Shield (Quest, Trol'kalar (horde only))
33 - Skullance Shield (AH, BoE)
35 - Battered Viking Shield (Uldaman, Olaf)
36 - The Green Tower (AH, BoE (epic))
37 - Olaf's All Purpose Shield (Uldaman, Olaf), Savage Boar's Guard (RFD, Ragglesnout (rare))
39 - Aegis of the Scarlet Commander (SM Cath, Scarlet Commander Mograine)
40 - Aegis of Battle (Quest, Venom to Undercity (horde only))
41 - Blackskull Shield (Ah, BoE (epic))
43 - Troll Protector (AH, BoE)
47 - Stoneshell Guard (BRD, Roccor)
45 - Wall of the Dead (AH, BoE (epic))
49 - Aegis of Stormwind (AH, BoE)
53 - Rock Golem Bulwark (BRD, Panzor the Invincible)
54 - Skullflame Shield (AH, BoE (epic))
56 - Milli's Shield (Quest, Shards of the Felvine), Avalanchion's Stony Hide (AH, BoE)
55 - Crest of Retribution (Strat, Ramstein the Gorger), Argent Defender (Quest, The Argent Hold)
56 - Husk of Nerub'enkan (Strat, Nerub'enkan)
57 - Barrier Shield (DM North, Tribute run), Dreadguard's Protector (DM West, Lord Hel'Nurath), Intricately Runed Shield (Scholo, Ras Frostwhisper), Darrowshire Strongguard (Quest, The Lich, Ras Frostwhisper)
58 - Draconian Deflector (UBRS, General Drakkisath)
60 - Jagged Obsidian Shield (Crafted (epic))
62 - Petrified Lichen Guard (Rep with Sporeggar)
64 - Shield of the Void (MT, Pandemonius)
65 - Shield of the Wayward Footman (AH, BoE)
68 - Platinum Shield of the Valorous (SL, Ambassador Hellmaw)
70 - Netherwing Protector's Shield (Quest, Ally of the Netherwing), Aegis of the Sunbird (Bot, High Botanist Freywinn), Ogri'la Aegis (Rep with Ogri'la), Silvermoon Crest Shield (SL, Murmur)
72 - Bulwark of the Tormented God (Quest, Ursoc the Bear God (level 73 req for alliance))
73 - Saronite Defender (AH, Crafted)
75 - Riot Shield (VH, Xevozz)
76 - Blade-Binding Bulwark (AH, BoE)
77 - Saronite Bulwark (Crafted)
78 - Bulwark of the Warchief (rep wth Horde Expedition (horde only)), Shield of the Lion-hearted (rep with Alliance Vanguard (alliance only)), Leeka's Shield (CoS, Malganis Chest)
For the level 80 shields I suggest you look at this list instead. It is warrior specific, but the shields go for paladins as well.
If you notice anything incorrect, please tell me :)
Thanks to Wowhead.com for helping me do this list!