Your average ER would freak out. I mean seriously freak out. Granted, if the shapeshifter turned into a bunny, the freaking wouldn't be so great as if it were a more aggresive creature, but there would be freaking. And I doubt it would be as cultured as Fonzie meeting Mork freaking.
And when they were done freaking, there would be police... lots and lots of police. Who would then freak.
At this point you have a 50/50 chance. They might tase the shapeshifter, or they might shoot it. Shooting it isn't very fun, let's tase it.
Once the shapeshifter is subdued, it would be caged. Having determined the minimum bar spacing from the animal (a rabbit would need, what, 2" spacing?) an appropriate cage would be constructed. At which point the local university would be called to investigate the creature.
But not before the yet-to-be-announced-by-Snowden big brother of Cyberhawk is used by the NSA to intercept the call, identify the phrase, "it's a freaking monster!" and react by dispatching NSA agents, who are inevitably dressed in black and drive unmarked and unlicensed SUVs.
They don't freak.
They very politely take posession of said shapeshifter, neuralyze everyone so they don't remember what happened, leave them with a passible subliminal message about what caused the mess (light reflecting off of venus cast a bunny-shaped shadow on the wall, causing that nurse over there to freak. Maybe she needs counselling for her leporiphobia.), and leave.
After which your shapeshifter begins to freak.
About two years after that Guillermo del Toro would create a movie loosely based on the incident with remarkably slender oriental women playing nurses and equally remarkably buff Australian men playing the NSA agents with a 3-tone musical score you can't keep out of your head and make bazillions of dollars — not one penny of which will go to your shapeshifting rabbit.
This probably wasn't the answer you were looking for... but I couldn't help myself.