I've actually talked with people who have built shark ponds. Some quite large.
Most range in the 300-5,000 gallon range for the species that can be kept in home aquaria - like Bamboos, Eppies, horns, & smoothhounds.
One guy I've talked to is actually planning to breed Bullhead sharks in his nearly 6,000 gallon shark lagoon.
I have also heard of a few people that have shark lagoons in the 20,000- 40,000 gallons range.