The county is entirely within the Pine Ridge Indian Reservation and contains part of Badlands National Park.
Shannon County is one of two counties in South Dakota that does not have its own county seat (Todd County is the other). Hot Springs in neighboring Fall River County serves as its administrative center. It is also one of five South Dakota counties that are entirely on an Indian reservation. (The others are Corson, Dewey, Todd, and Ziebach.)
Until 1982 Shannon and Washabaugh County, South Dakota, were the last unorganized counties in the United States. Although it was organized and received a home rule charter that year, Shannon, as noted above, contracts with Fall River County for its Auditor, Treasurer, and Registrar of Deeds.