Name shmups that have short range attacks.

[Ed Oscuro]

Quite a few shooters have a yo-yo attack (Out Zone immediately comes to mind although it's a "borderline" game)
Any game with a secondary attack, i.e. Xevious or F/A / Fighter & Attacker's bombs.
There's Guardian Force's purple attack, and Mahou Daisakusen's / Sorcer Striker's secondary attacks like the flame orbs for Chitta.

[Gespenst]

Change Air Blade: Delta Blade/Omega Arrow's slash attack, and one of the HAL Systems heli (I forgot which one)
Zanac Neo has plenty (Hammer-Duke's lock-on laser, etc)
Raiden Fighters series: Griffin/Endeavor's parachute bomb
Silpheed: The Lost Planet: The overpowered Napalm Bomb and Valsion Wiper
Fraxy: Player vulcan, Tanker's Multi Blaster
Brave Blade

[toaplan_shmupfan]

ThunderForce IV/Lightening Force: Thundersword weapon.