I review our current understanding of accretion shocks in classical T Tauri stars (CTTs), from a UV and X-ray perspective. The region of the accretion shock is a good candidate as a source of UV transition region lines from Li/Na-like ions, which are stronger in CTTs than in naked atmospheres. Disk gas captured by the stellar magnetic field produces a strong radiative shock upon falling on the stellar surface. Radiation from the shock creates a radiative precursor and heats the stellar surface resulting in a hot spot. Stellar and shock models indicate that unless the post-shock column is very large, it will be buried on the stellar photosphere. Models of the continuum emission produced by this configuration can roughly reproduce the observed excess spectra down to 1650 Å. Transition region lines in CTTs are broad, very variable, and present blueshifted, centered, and redshifted centroids. Detailed models of the line emission have so far failed to reproduce the fluxes, line shapes, and line ratios. High resolution X-ray line observations indicate the presence of larger amounts of cool plasma in CTTs with respect to WTTs. Observations of density sensitive line ratios of He-like ions suggest high plasma densities, as expected from lines originating in the accretion shock. For most stars, the interpretation of these ratios in terms of density remains equivocal due to the presence of the strong UV continuum.