Shock cooling refers to the theory that damage to engines (particularly air-cooled aviation piston engines) may occur because of an excessively rapid decrease in temperature.
The situation where rapid cooling arises is on descent from altitude. In this condition, less power is demanded of the engine (it is throttled back) so it is developing much less heat. In a descent, the plane's airspeed increases, simultaneously increasing the cooling rate of the engine. As metals expand and contract under temperature changes, dimensional changes in the engine may exceed tolerance limits.