We study the formation of marginally trapped surfaces in the head-on collision of two shock waves both in anti-de Sitter and Minkowski space-time in various dimensions as a function of the spread of the energy density in transverse space. For D = 4 and D = 5 it is shown that there exists a critical value of this spread above which no solution to the trapped surface equation is found. In four dimensions the trapped surface at criticality has a finite size, whereas in five the critical size vanishes. In both cases we find scaling relations characterized by critical exponents. Finally, when D > 5 there is always a solution to the trapped surface equation for any transverse spread.