I haven't found any in the main cities, and I've only heard a few characters ever refer to him. I was under the impression that Shor was the main god of the Nords' religion.

Well, Talos is suspected to be an agent of Shor, so maybe Shor is worshipped vicariously through Talos? I figured it was sorta like how Yaweh is often worshipped through Jesus in Christianity.

Theres a village near Riften called Shor's Stone, might be there?