There is no town called Jersey Shore. The Jersey Shore is made up of many tiny towns along the eastern coast of NJ on the Atlantic Ocean. If you are on the beach at any one of these towns you are considered" down the shore", not at the beach or at the shore, but"down the shore.The beach goes all the way from Sandy Hook to Cape May, youv'e probably heard of some of them, like Point Pleasant,Seaside, Island Beach, and of course Atlantic City, with many other small shore towns in between. I believe the TV show is filmed at Seaside Heights, which at one time was a great place to go, but it has gone down hill. Many other shore points are much nicer.