As I know, Shri Krishna used to announce the end of the battle for the day in great Mahabharata battle using a Shankh named as Panchajanya. Does anyone know how He got this Shankh?
The story of Panchjanya conch is described in Vishnu Parva of Harivamsa. After completing their study, Krishna and Balaram want to give guru dakshina to guru Sandipani. Sandipani already knew the power of both so he asked for his son who was drowned in the sea. To fulfill this, Krishna went into the sea where he killed demon Panchjanya and got the conch. It is described as below:
guruM sAndIpaniM kR^iShNaH kR^itakR^ityo.abhyabhAShata | gurvarthaM kiM dadAnIti rAmeNa saha bhArata ||2-33-10
O bhArata (janamejaya)! (After completing the studies), kR^iShNa and balarAma, fully satisfied, asked the teacher sAndIpani: What should we offer you (as guru-dakShiNa)?
tayoH prabhAvaM sa j~nAtvA guruH provAcha hR^iShTavAn | putramichChAmyahaM dattaM yo mR^ito lavaNAmbhasi ||2-33-11
Realising their splendour, the jubilant teacher told them: I desire my son who drowned in the salt ocean to be returned to me.
putra eko.api me jAtaH sa chApi timinA hataH | prabhAse tIrthayAtrAyAM taM me tvaM punarAnaya ||2-33-12
I had only one son who was killed by a whale during the pilgrimage to prabhAsa. You please bring him back to me.
tathetyevAbravItkR^iShNo rAmasyAnumate sthitaH | gatvA samudraM tejasvI viveshAntarjalaM hariH ||2-33-13
kR^iShNa, with the permission of balarAma, said: Let it be so. Hari (kR^iShNa) dazzling with splendour went to the ocean and entered the water.
samudraH prA~njalirbhUtvA darshayAmAsa svaM tadA | tamAha kR^iShNaH kvAsau bhoH putraH sAndIpaneriti ||2-33-14
Seeing him there, the ocean, appeared with folded hands. kR^iShNa asked the Ocean: Where is the son of sAndIpani?
samudraH pratyuvAchedaM daityaH pa~nchajano mahAn | timirUpeNa taM bAlaM grastavAniti mAdhava ||2-33-15
The Ocean answered: O mAdhava (kR^iShNa)! The great daitya pan~nchajana, in the form of a whale, swallowed the boy.
sa pa~nchajanamAsAdya jaghAna puruShottamaH | na chAsasAda taM bAlaM guruputraM tadAchyutaH ||2-33-16
puruShottama (kR^iShNa) went and killed pa~nchajana. Then achyuta (kR^iShNa) did not find the boy, the teacher's son, there.
sa tu pa~nchajanaM hatvA sha~NkhaM lebhe janArdanaH | yastu devamanuShyeShu pA~nchajanya iti shrutaH ||2-33-17
Killing pa~nchajana, janArdana (kR^iShNa) obtained the conch which is known as pA~nchajanya among the gods and men.
Same story is described in Shrimada Bhagavatam, Canto 10, Chapter 45.
SB 10.45.40 — The ocean replied: O Lord Kṛṣṇa, it was not I who abducted him, but a demonic descendant of Diti named Pañcajana, who travels in the water in the form of a conch.
SB 10.45.41 — “Indeed,” the ocean said, “that demon has taken him away.” Hearing this, Lord Kṛṣṇa entered the ocean, found Pañcajana and killed him. But the Lord did not find the boy within the demon’s belly.
SB 10.45.42-44 — Lord Janārdana took the conchshell that had grown around the demon’s body and went back to the chariot. Then He proceeded to Saṁyamanī, the beloved capital of Yamarāja, the lord of death. Upon arriving there with Lord Balarāma, He loudly blew His conchshell, and Yamarāja, who keeps the conditioned souls in check, came as soon as he heard the resounding vibration. Yamarāja elaborately worshiped the two Lords with great devotion, and then he addressed Lord Kṛṣṇa, who lives in everyone’s heart: “O Supreme Lord Viṣṇu, what shall I do for You and Lord Balarāma, who are playing the part of ordinary humans?”
SB 10.45.45 — The Supreme Personality of Godhead said: Suffering the bondage of his past activity, My spiritual master’s son was brought here to you. O great King, obey My command and bring this boy to Me without delay.
SB 10.45.46 — Yamarāja said, “So be it,” and brought forth the guru’s son. Then those two most exalted Yadus presented the boy to Their spiritual master and said to him, “Please select another boon.”
SB 10.45.47 — The spiritual master said: My dear boys, You two have completely fulfilled the disciple’s obligation to reward his spiritual master. Indeed, with disciples like You, what further desires could a guru have? SB 10.45.48 — O heroes, now please return home. May Your fame sanctify the world, and may the Vedic hymns be ever fresh in Your minds, both in this life and the next.
SB 10.45.49 — Thus receiving Their guru’s permission to leave, the two Lords returned to Their city on Their chariot, which moved as swiftly as the wind and resounded like a cloud.
SB 10.45.50 — All the citizens rejoiced upon seeing Kṛṣṇa and Balarāma, whom they had not seen for many days. The people felt just like those who have lost their wealth and then regained it.
Panchajanya or Shankhasur was an evil sea demon who lived in a colossal conch shell in the deepest depths of the Prabhasa ocean or was a demon in the form of a conch shell.
He kidnapped the son of Sandipani, the guru of Shri Krishna, Balarama and Sudama, and imprisoned him in the conch shell. Upon completion of their studies, Krishna, Balarama, and Sudama persuaded the teacher to ask for the preceptor’s dakshina (fees) of his liking.
Sandipani asked for, as his dakshina, the restoration of his child. Krishna became enraged when he heard about the kidnap and plunged into the sea to rescue the son of Sandipani.
Krishna successfully slew Shankhasur and took the conch shell for himself. He then named the conch shell after the Demon. Whenever Krishna blows from the shell it foreshadows the death of his next opponent.