A shock absorber includes a cylindrical small diameter portion, a cylindrical large diameter portion, and an annular step portion that connects the small diameter portion and the large diameter portion to each other. The shock absorber absorbs load applied thereto through plastic deformation that starts at the annular step portion thereby absorbing impact energy. In the deformation, the small diameter portion is folded back into the large diameter portion. The large diameter portion has protrusions, which extend in the axial direction and protrude radially outward. Therefore, the shock absorber stabilizes turning deformation and is capable of efficiently absorbing impact energy. A bumper device for a vehicle is also provided.