Preheat oven to 450°F. Drain tomatoes, reserving 1/2 cup juice. Combine tomatoes, reserved juice, oil and garlic in an 8-inch square glass baking dish. Season with salt and pepper. Bake until tomatoes are bubbling, about 15 minutes.
Stir shrimp and oregano into tomatoes. Sprinkle goat cheese on top. Return to oven and bake until shrimp are cooked through, about 10 minutes. Serve immediately.