Peterson, as others have stated Smith and Wesson doesn't have a 9mm to 22 conversion kit available at the moment and in order to convert a 9mm S&W shield over to 40s&w you would have to replace the whole slide/barrel. At that point you minus well just purchase the whole firearm. Sorry but hope this helps.

Unlike Glock, Which has models You Can change out barrels from 9mm to .40 & even to .357 Sig. There's even a .22LR conversion kit which I have for my G19.
S&W doesn't have as much in the way of aftermarket kits & such.

Hi Peterson, there are conversion barrels for .40S&W to 9mm (tr-enabling.com/product-p/ba-p-mps-40-9c.htm) using a 9mm Magazine but to go from 9mm to .40S&W the 9mm breach face is too small for the .40 you would have to replace the slide to convert 9mm to .40S&W. Cheers and stay safe!

Unfortunately no, a 22LR conversion kit does not exist and converting from 9mm to .40 S&W would require replacing essentially every part except the frame. Only the reverse, .40 to 9mm, is possible using a factory 9mm barrel and magazines.