We propose a scalable and data-driven approach to learn shape distributions from large databases of healthy organs. To do so, volumetric segmentation masks are embedded into a common probabilistic shape space that is learned with a variational auto-encoding network. The resulting latent shape representations are leveraged to derive zeroshot and few-shot methods for abnormal shape detection. The proposed distribution learning approach is illustrated on a large database of 1200 healthy pancreas shapes. Downstream qualitative and quantitative experiments are conducted on a separate test set of 224 pancreas from patients with mixed conditions. The abnormal pancreas detection AUC reached up to 65.41% in the zero-shot configuration, and 78.97% in the few-shot configuration with as few as 15 abnormal examples, outperforming a baseline approach based on the sole volume.