Can anyone help me find shapefiles of German states Baden-Württemberg and Rhineland-Palatinate (including their districts)?
You can download them directly from the state department for cartography as these are listed as open data.
You could use free and open OpenStreetMap (OSM) data. They are licensed under Open Database License (ODbL).
Open this URL for Baden-Württemberg: http://overpass-api.de/api/interpreter?data=(rel(62611);%3E;);out; and this one for Rhineland-Palatinate: http://overpass-api.de/api/interpreter?data=%28rel%2862341%29;%3E;%29;out;
Open the files in Quantum GIS and "Save As" Shapefile. The difference between both urls is the "id". This id represents the OSM-relation. Every administrative boundary exists as a single OSM-relation.
In the OSM-Wiki you can find the ids of other "Bundesländer": http://wiki.openstreetmap.org/wiki/DE:Grenze#Bundesl.C3.A4ndergrenze_-_admin_level.3D4