I have a Kohler 3 knob faucet (hot, cold, and shower). I get water to the tub when the shower is turned off. Once shower is turned on, there is no water to either the tub or shower. I have removed the shower head already and there is still no water. I do not hear water running when shower knob is turned on.

Removing the shower won't help. You need to open up the diverter and check for any trash build up. Also check the washers to be sure they're OK and not worn or in pieces.