Alongshore variations in coastline curvature or offshore depth profile can create localised regions of shelf-wave propagation with modes decaying outside these regions. These modes, termed localised continental shelf waves (lCSWs) here, exist only at certain discrete frequencies lying below the local maximum frequency, and above the far-field maximum frequency, for propagating shelf waves. The purpose of this paper is to obtain these frequencies and construct, both analytically and numerically, and discuss lCSWs for shelves with arbitrary alongshore variations in offshore depth profile and coastline curvature. If the shelf curvature changes by a small fraction of its value over the shelf section of interest or an alongshore perturbation in offshore depth profile varies slowly over the same length scale then lCSWs can be constructed using WKBJ theory. Two subcases are described: (i) if the propagating region is sufficiently long that the offshore structure of the lCSW varies appreciably alongshore then the frequency and alongshore structure are found from a sequence of local problems; (ii) if the propagating region is sufficiently short that the alongshore change in offshore structure of the lCSW is small then the alongshore modal structure is given in an explicit, uniformly valid form. A separate asymptotic theory is required for curvature perturbations to shelves that are otherwise straight rather than curved. Comparison with highly accurately numerically determined lCSWs shows that both theories are extremely accurate, with the WKBJ theory having a significantly wider range of applicability. An idealised model for the generation of lCSWs is also suggested. A localised time-periodic wind stress generates an evanescent continental shelf wave in the far field of a localised mode where the coast is almost straight and the response on the shelf is obtained numerically. If the forcing frequency is close to that of an lCSW then the wind stress excites energetic motions in the region of maximum curvature, creating a significant localised response possibly far from the forcing region.