In a previous post, I demonstrated how to use a SQL Server spatial query as source for geospatial visualizations. ESRI Shapefile is another type of spatial data supported in Reporting Services Maps in SQL Server 2008 R2 August CTP.
There are a number of free ESRI shapefile data sources available for download on the web, which you can use to create your own maps of. Popular shapefile sources include:
As pointed out by my colleague Yi in this related MSDN forum thread, please note that in August CTP the Map wizard does not yet automatically detect the coordinate system used in an ESRI shapefile. So if the wizard doesn’t show any shape data, finish the wizard, and then on the design surface select the map, open the viewport property dialog from the context menu, and try changing the coordinate system to ‘Planar’.