This is a great question. Here is a short answer: killer whales can live in shallow waters off rocky seashores, but not on the seashore (for obvious reasons). Here are some interesting facts.
Killer whales live in all the oceans of the world. In fact, apart from humans they are the most widely distributed mammal. They can come fairly close to the shore as they look for food. They have been documented to go into water only a few meters deep. However, they prefer the open sea. They prefer colder waters and are mostly found in the Pacific Northwest and the coast around Norway.
That said, killer whales have been spotted in fairly warm waters as well (hence their adaptability, like humans) in places such as Florida, Hawaii, Australia, the Galapagos Islands, and even the Bahamas.
This might be surprising, but killer whales have even been spotted in fresh waters. For example, people have spotted killer whales in the Rhine and Thames.