The Bash Debugger Project a source-code debugger for bash that follows the gdb command syntax. The version 4.0 series is a complete rewrite of the previous series along the lines of my other POSIX shell debuggers and other debuggers mentioned below.
My latest project is a rewrite of a Python debugger.
Also recent are debuggers for recent versions Zsh and the Korn Shell.
Finally, we have a couple of cool debuggers for Ruby (with manual or API) and GNU Make.