I. On the Invisible Hand
When Anakin and Obi-Wan were looking for Chancellor Palpatine, they ran into Grievous and his guards.Shaak Ti was captured or held captive by Grievous but she wasn't dead(yet). Then Grievous killed her with a lightsaber.
II. In the Jedi Temple
When Anakin came to the Jedi Temple to kill the young padawans and jedi, he found Shaak Ti meditating in a room and killed her.
III. On Felucia
In the Force Unleashed game Shaak Ti is still alive, she survived Order 66 and she's training an apprentice on Felucia. She meets Vader's Assasin(Starkiller), fights him and finally Starkiller kills her.