If you're looping through the document and you're finding inline
shapes, you must be using the InlineShapes collection (which is
separate from the Shapes collection). For that, code like this works:

   Dim ILS As InlineShape
   
   For Each ILS In ActiveDocument.InlineShapes
       MsgBox ILS.Range.Information(wdActiveEndPageNumber)
   Next

Objects in the Shapes collection (floating graphics and textboxes)
don't have a .Range property, but they do have an .Anchor property
that returns a Range, and the shape must always be on the same page as
the anchor, so this works:

   Dim Shp As Shape
   
   For Each Shp In ActiveDocument.Shapes
       MsgBox Shp.Anchor.Information(wdActiveEndPageNumber)
   Next

--
Regards,
Jay Freedman
Microsoft Word MVP        FAQ: http://word.mvps.org
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MyShape.Range.Information(wdActiveEndPageNumber)