German Shepherds are a kind of sheepdog, but there are many more kinds of sheepdogs;

Old English Sheepdog
Belgian Tervuren
Belgian Malinois
Belgian Laekenois (sp?)
Belgian Sheepdog
Bearded Collie (I think)
Border Collie
Shetland Sheepdog

I'm not sure if they are all specifically "sheep" dogs, but they are all herding dogs, and of course there are many more I can not think of at the moment.