While there isn't much that I know of in the scientific literature, there is some information that sharks can be trained. They have smaller  simpler brains and are not likely capable of the complexity of "trick" that can be performed by dolphins. There is a story about sharks being trained to play catch. It may have been Eugenie Clark (http://www.sharklady.com/) who did this work. Certainly sharks are capable of learned behaviors. They learn to follow boats to collect kitchen scraps thrown overboard. In some areas, sharks have also learned that boats equal tired billfish either on, or just released, from a fishing line. I don't know of any trained shark shows, but it is probably possible at some level.