In Italy and also in the majority of contries in Europe as well as in the USA, the most traditional fireworks shells are made in a cylindrical shape.
There are ones that are "single-break", like the salutes, but the most interesting are the "milti-break", a shell made of multiple shells. You can see a picture below showing the both types from the Takeo Shimizu book:
As you can see, usually the breaking charge (or burst charge) is in the center, and the stars or other effects like small reports are put around it. For these shells, the stars are also cylindrically shaped. These shells are also "top fused", I'm not fully sure why, but I think this is because of the pressure generated inside the mortar during the lift (so the fuse does not blow / damage), because the pressures generated inside the mortar are usually higher with cylindrical shells than with spherical ones. For the multi-break shells, a very common effect is what is called a "bottom shot" (a salute at the end), while the top shells are color or multi-report effect shells. Another interesting thing is the fuse: in Italy it is named "Spoletta" and it is a small tube filled with pressed Black Powder.
I have just seen 2 or 3 of these live in Portugal and they are really amazing.
Please take a look at the video below, a fireworks show in Italy with so many cylindrical shells:
Another country that is very famous for it's cylindrical shells is Malta. In Malta, pyrotechnicians made them even bigger than in Italy!
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