Great question! A great deal of time is spent in optics research trying to modify light beams into useful or interesting shapes. There certainly are some "shapes" that we cannot make out of light, but with enough effort and technology, we have a great deal of control of how light behaves. In this discussion, I'll just be talking about classical beams of light. (If you also consider quantum properties of light, you get even more interesting effects!) The shape of a light beam is specified by the source, the kind and shape of material it travels in, and the wave equation. One standard way of changing the shape of a light beam is to confine it in a "wave-guide", which is basically a specific size, shape, and kind of material used to force light to take some specific profile. For example, current communication networks use optical fibers to send signals of light in specific pulses and mode shapes; nice pictures of these mode shapes can be found on Wikipedia. These specific wave shapes are especially useful for science, medicine, and communication applications. For more visually interesting shapes, people usually use holographic plates or adaptive optics, which give you precise control over the phase and intensity of the beam at each point. In fact, even though single photons always travel in straight lines, it turns out you can make ! (Note that this light couldn't actually bend around a corner. Only the brightest part of the beam was designed to travel in this odd way, and if you redid their experiment without the entire beam, you wouldn't get this cool effect.)
So, while the wave equation always constrains the form of our light wave, we can change the beam's phase, intensity, and environment to change its exact behavior and shape, for experimentation and practical application.