In the movies, they absolutely can be different shapes.
There are a lot of different wand shapes seen in the movies, they’re definitely not just all cylinders. We never see any with a forked end on the side that’s aimed to cast spells, and that might not be possible since wands are intended to channel magic through, and having two separate parts would make it harder to target where the spell hits. With that likely exception, there are a lot of possible shapes wands can be.
Bellatrix’s wand has a bent, curved shape.
Lucius’s wand has a snake head, and it fits into his cane.
Pettigrew has a wavy wand that looks somewhat like a rat tail.
Dolores Umbridge has a bumpy wand that looks like connecting spheres, with a pink crystal in the middle.
Slughorn’s wand has two separate little parts at the end he’d hold, like a slug’s antennae.
In the books, it’s never stated.
Other than sometimes the wand cores, lengths, and woods, what the wands themselves look like isn’t described much in the books. There aren’t detailed descriptions of what anyone’s wand looks like, so what range of shapes the wands in the books can be is unknown.