In this paper we show that perturbations of the accretion flow within the central engines of some active galactic nuclei (AGNs) are likely to form shock waves in the accreting plasma. Such shocks, which may be either collisional or collisionless, can contribute to the observed high- energy temporal and spectral variability. Our rationale is the following: Observations show that the continuum emission probably originates in an optically thin, hot plasma in the AGN central engine. The flux and spectrum from this hot plasma varies significantly over light crossing timescales. Several authors have suggested that macroscopic perturbations contained within this plasma arc the sources of this variability. In order to produce the observed emission the perturbations must be radiatively coupled with the optically thin hot matter and must also move with high velocities. We suggest that shocks, which - can be very effective in randomizing the bulk motion of the perturbations, are responsible for this coupling. Shocks should form in the central engine, because the temperatures and magnetic fields are probably reduced below their virial values by radiative dissipation. Perturbations moving at Keplerian speeds, or strong non-linear excitations, result in supersonic and super-Alfvenic velocities leading to shock waves within the hot plasma. We show that even a perturbation smaller than the emitting region can form a shock that significantly modifies the continuum emission in an AGN, and that the spectral and temporal variability from such a shock generally resembles those of radio-quiet AGNs. As an example, the shock inducing perturbation in our model is a small main-sequence star, the capturing and eventual accretion of which are known to be a plausible process. We argue that shocks in the central engine may also provide a natural triggering mechanism for the "cold" component of Guilbert & Rees two-phase medium and an efficient mechanism for angular momentum transfer. Current and future missions, such as ASCA, XTE, XMM, AXAF, and ASTRO-E may determine the importance of shock-related emission from the central engines of AGNs.