Shores are the regions immediately flanking CpG islands (CGI) the consensus definition of a CpG shore is up to 2kbp away from the CGI.

To generate a list of shore coordinates, go to UCSC table browser. You can find CGI coordinates under the "regulation" menu.

Once downloaded, follow these steps.

1. bedtools slop to extend the regions by 2kbp in either direction
2. bedtools merge
3. subtractBed to remove CGIs

UPDATE: I have written a blog post on just this topic

I tried to write a perl code to subtract 2000bp and add 2000 to the CpG island region to get CpG shore regions (55436 CpG shores) [Note: I removed chrUn, random and hap regions from hg19 genomes]. and then use bedtools subtract to remove CpG shores overlapped with CpG island (48790) and then merge the CpG shores which are overlapped within CpG shore regions (46817 CpG shore).

Eventually, 46817 CpG shore region were obtained. and you can download this annotation: hg19.cpgshoreExt.txt

You can find the code in Perl Script for Bed file preparation for CpGI, CpG Shore, CpG shelf regions