A warning shot is a harmless artillery shot intended to call attention.

During the 18th Century, a warning shot could be fired to any ship whose colours (nationality) had to be acertained. According to the laws of the sea, a ship thusly hailed had to fly his flag and confirm it with a gun shot.

Warning shots are also used in military aviation. Cannon bullets are very bright, and could be used to call the attention of a crew whose radion would be non-functioning, and which could have not noticed the presence of interceptors (For instance, Soviet Sukhoi Su-15TM 'Flagon' interceptors fired warning shots at the Korean Airlines flight 902 before they destroyed it with missiles).

By analogy, "warning shot" can be said of any action of declaration, especially a demonstration of power, intended or pervieced as a last warning before hostile measures.