Although Shiva doesn't appear in every Final Fantasy related game, there's often a mention of her in some form.

Chocobo's Mysterious Dungeon
Shiva makes small appearances in these two spinoff games. The first one was for the Sony PlayStation and Bandai WonderSwan; it wasn't released outside of Japan. However, Chocobo's Dungeon 2 was released in North America.

Final Fantasy Fables: Chocobo Tales
Shiva appears in this multiplayer cardgame for the Nintendo DS. Six cards have Shiva and she's a water element. Her cards include familiar attacks such as Chilling Whisper and Heavenly Strike.

Itadaki Street
Shiva makes cameo appearances in two board games. Itadaki Street Special, which had Dragon Quest and Final Fantasy characters, was released for the Playstation 2 in Japan. Itadaki Street Portable, which again had DQ and FF characters, was released for the PSP in Japan.

The World Ends With You
Shiva appears as Tin Pin Shiva in the Tin Pin Slammer minigame. The game describes her pin as a powerful, top-class Tin Pin with a cool design worthy of its namesake, the Ice Queen.

Blood of Bahamut
Shiva appears in this Nintendo DS game as one of the sleeping giants that awakens. Other giants are also named after summons from the FF series.

Lord of Vermillion II
Shiva appears in this arcade card game as a sea type card. Other characters and summons from the FF series also appear in this game.

Dissidia Final Fantasy
Shiva is a summon that can be obtained in the game. She does Diamond Dust (which freezes the opponents Brave Points) in two ways, either manually or automatically. Automatically she appears as her FFVIII artwork when the character is attacked by an HP attack. Manually she appears as her FFIII artwork.