What happens in our body when we get an electric shock?
Ok. So, first of all, it depends on the power of the shock.
This relates to volts (electrical pressure) and amps (amount of electricity)
I strongly suggest you read this article
That article explains what happens in great detail, but if you're still curious, here are some other things that would obviously happen:
If it is a constant DC Current, negative ions will rush to the anode, and positive ones will rush to the cathode. The negative ions (including oxygen and chlorine) will bleach the cells in the area and kill them.
The positive ones in the cathode area will raise the ph drastically and liquefy the adjacent cells.
If the current is high enough, the cells will heat, which will denature the proteins and enzymes within and kill them.