I've been rooting around here at the US Census Dept's Tigerline Shapefile download area through the web portal here:
http://www.census.gov/cgi-bin/geo/shapefiles2013/main
And have been pretty successful at getting shapefiles for nearly all census-studied areas such as PUMA's (Public Use Microdata Areas), Counties, Census Block Groups, and so on. I have not however been successful at getting my hands on the MSA files there. There are CBSA files, which are to my knowledge a different, larger area-class of supra-metro regions.
I have access to census data for MSA regions, however, and was wondering where I might be able to get my hands on the MSA shapefile.
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There is one other possibility, however. I might be confused about the definitions of MSA's and learn that MSA's and Census "Places", as the regional data type is called at the data access points, are the same. They also have a shapefile set called "Urban areas", which is quite large and therefore I'm guessing fairly granular, so maybe that could be it, I don't know.
I definitely do not want accidentally start making consultancy-level evaluative comments based on inaccurate information due to different areas with some overlap but not 100% identical accidentally being confused for the same area though.
Quick example of that:
Confusing "Greater Greenville" (50 square mile area) in 2010 for the "City of Greenville" (20 square mile area) and saying, given the "growth" from 2000's 20 square mile area population to 2010's 50 square mile area population area and thinking that the city has undergone an high-density urban revolution in just 10 years. "Greenville is blowing up!"
Any change of data-series title scares me a little to a lot so definitely looking for those MSA shapefiles. Fishing for edification on the census data structure though a bit too I guess, sorry mod's you can edit if you want