A popular way to create detailed yet easily controllable 3D shapes is via procedural modeling, i.e. generating geometry using programs. Such programs consist of a series of instructions along with their associated parameter values. To fully realize the benefits of this representation, a shape program should be compact and only expose degrees of freedom that allow for meaningful manipulation of output geometry. One way to achieve this goal is to design higher-level macro operators that, when executed, expand into a series of commands from the base shape modeling language. However, manually authoring such macros, much like shape programs themselves, is difficult and largely restricted to domain experts. In this paper, we present ShapeMOD, an algorithm for automatically discovering macros that are useful across large datasets of 3D shape programs. ShapeMOD operates on shape programs expressed in an imperative, statement-based language. It is designed to discover macros that make programs more compact by minimizing the number of function calls and free parameters required to represent an input shape collection. We run ShapeMOD on multiple collections of programs expressed in a domain-specific language for 3D shape structures. We show that it automatically discovers a concise set of macros that abstract out common structural and parametric patterns that generalize over large shape collections. We also demonstrate that the macros found by ShapeMOD improve performance on downstream tasks including shape generative modeling and inferring programs from point clouds. Finally, we conduct a user study that indicates that ShapeMOD's discovered macros make interactive shape editing more efficient.