If a quick google is accurate, shortening is all fat (Crisco is partially hydrogenated soybean or canola oil with some palm oil to solidify it) and margarine is 80% fat, 20% water with some flavorings, emulsifiers, and vitamins added. Probably not a huge difference in a lot of recipes-- I remembered the water content because it came up on one of Alton Brown's cooking shows (he used shortening in some recipe because he didn't want any extra water).