Are there any substitutes for Shortening?
Lard.  ... and to build on what @bmargulies said:

Other coconut oil, lard is one of the few fats that are solid at room temperature, and the only reason for using shortening in baking that I'm aware of is to get the little lumps of shortening mixed with the flour that don't melt until it's baked, which will result in a tender texture.

You can achieve the same thing with butter, but butter also has water in it, so you'll end up with some extra lift in the pastry, which isn't always desired for recipes that call for shortening.  It also melts at a lower temp, so you have to start with it cold and work quickly.

... now, the other use of shortening in baking is for greasing pans -- again, it's because it's solid, so it'll stick to the sides of the pan.  For that, you can often use canned cooking sprays, as they have surficants which will keep them from dripping.