The term shell is used for portions of the interstellar medium (ISM) that surround some volume, the shell having some material distinct from that within and that around it. Often the shell is moving outward, i.e., the material within is expanding. The word bubble may also be used, and both terms may sometimes be meant to include the material within the cavity as well (but I'll use shell here to indicate the exterior surrounding layers). The surrounding shell portion may include regions of high temperature from shock but may also have cool regions from rapid cooling, and may include HI regions (an HI shell), HII regions, or molecular clouds, and star formation. The material the shell surrounds is generally thinner and hotter (e.g., on the order of 1,000,000 K), providing the pressure to expand the shell. A supershell is a very large shell, which can be hundreds of parsecs across, and an HI supershell is one with substantial HI in this surrounding shell region. Some shells and supershells have a spherical shape, but others are not: some are hemispherical, and some appear compound, perhaps like overlapped shells that joined. In some cases, shells can be said to overlap. Supershells often protrude substantially from the galactic plane. Shells are observed in the Milky Way and other nearby galaxies.
A supernova remnant (SNR) can be considered a type of shell, as can a region around an OB star (e.g., a Strömgren sphere). Supershells can imply enough excess energy that a single supernova is insufficient (i.e., substantially more energy than a foe), Within the shell, sometimes there is an OB association and/or evidence of supernovae, but the actual source of energy implied by supershells is an area of interest. Some theories regarding their energy source involve OB associations and their associated supernovae. Other theories presume they are from collisions of high-velocity clouds with the ISM of the galactic disk, and I believe some astrophysicists theorize both processes create them, producing observable differences. One model is volumes of gas "blown out" of the galactic disk, later to fall back in to cause more such events, being an underlying mechanism for instigating star formation.
The solar system and neighboring stars are within a shell, the volume it surrounds known as the Local Bubble: it is a volume of ISM less dense and hotter than the surrounding ISM. Another example of a shell is the Anticenter Shell.
The term shell has other uses in astrophysics and planetary science, among them: electron shells, and regarding stellar structure, both the mass shells used in mathematical models, and in describing interior layers, such as those of early stars.