Does Centipede or Galaga count? I can remember a few in the 'cades that I might have played... Defender perhaps?
For consoles, I'm pretty sure that the first shmup I owned was for the Coleco Vision. I cannot remember it's name, but it was by SEGA, and in the game you controlled a triangle of like 5 space ships. When you got hit one of your ships would explode and you'd have to continue onward till you beat the level or till you were all out of ships. It was actually a pretty awesome concept.