My water won't cut off in my shower/tub, I've turned the main water off, but how do I find the individual shut-off valve? What could it look like?

Most tubs and showers do not have shut offs. If you have a single handle mixing valve, remove the handle and escutcheon plate. Then look for small built in valves that can be closed with a screwdriver. Other then that, you'll have to look for an access panel or valve in the basement, looking for a regular gate or globe valve.

The water has been running, I've cut the main water valve off, I found the shut off valve for the tub/shower but it's not shutting it off. What should I do? Will I have to replace the whole faucet?

What's the brand name of your tub and shower valve? Single handle or two knobs? Leaking from the spout or past the handle? Let me know. Tom