Yes indeed, other shapes are quite possible.

A common item is ball shapes used to terminate handles. If you don't have a ball turning attachment, this incremental steps followed by filing procedure can produce very satisfactory spheres or hemispheres.

The free BALLCUT.ZIP archive on my page contains a program to generate a cutting schedule for any size.

Oh, and a tip: after cutting the steps, slather the workpiece with marking out dye; then you'll know to stop filing when all the dye has disappeared.