From the NY Times, this recipe was linked to from their Shrimp Jambalaya recipe. Just to be clear, this is not the same recipe for shrimp broth used in the Shrimp and Sausage Gumbo recipe.
Ingredients
Shells from 2 pounds of raw shrimp
6 cups water
6 peppercorns
½ cup coarsely chopped onion
1 rib celery, coarsely chopped
1 bay leaf
Salt to taste if desired
Instructions
Put all the ingredients into a saucepan and bring to a boil. Let simmer about 20 minutes. Strain, discarding the solids.