Cut tops from bell peppers; remove and discard seeds and membrane. Set aside.
Peel shrimp, and devein, if desired; set aside.
Melt butter in a large skillet over medium heat; add onions and celery, and sauté 2 minutes. Reduce heat to low; add shrimp, and saute 3 minutes or until shrimp turn pink. Remove from heat; stir in breadcrumbs, salt, and pepper. Spoon evenly into peppers, and place in an 11- x 7-inch baking dish. Add hot water to dish to a depth of 1 inch.
Bake at 350° for 35 minutes or until thoroughly heated.