Where can I find Shen Yun merchandise? Share You can find Shen Yun merchandise in most theater lobbies during intermission as well as before and after the performance. You can also shop online at shenyuncollections.com. Share February 22, 2017 RELATED CONTENT Can I buy Shen Yun DVDs? Can I buy CDs of the music? Do you have a newsletter? Will Shen Yun be performing in my town soon?