Are there any shapes that a 3d printer can't print?

You could not produce such an object in a single step by traditional manufacture, either. Some assembly required.

It also depends on the sort of 3-D printer - extrusion printing allows some overhanging material, but not much. You could possibly build and enclose a sphere, but producing the inner object without it adhering to the inner surface of the sphere may be too hard. Selective Laser Sintering/Melting would be better, as you can leave layers of matrix between the sphere inner surface and the enclosed object. The problem is removing the matrix material from within the enclosed sphere once it is complete, and the matrix is very fine, and does not support overhanging.

Not everything can be 3D printed. Many 3D printing materials are not yet suitable for some tasks. Surfaces are not yet high enough resolution to be smooth. Combination devices are being developed (milling/tooling and 3D printing), and new materials/techniques are being developed, but I think that there is a long way to go.