Thin-walled cylindrical and conical shells represent one of the most complex structural elements considering their behaviour and susceptibility to buckling. A brief theoretical review including the presentation of different currently available design recommendations is given in this paper. Influence of initial imperfections on nonlinear behaviour of cylindrical and conical shells is also presented through numerical analysis. Shells with different wall thicknesses and different values of initial imperfections, but constant length and diameter of shell are analysed. Numerical analysis includes materially and geometrically nonlinear analysis of cylindrical and conical shells, using experimentally obtained stress-strain relation of carbon steel and stainless steel. Material nonlinearity and initial geometrical imperfections resulted in significantly lower buckling resistance of shells.