To find any order with shipped items but not invoice, run this report under Invoices Menu, Uninvoiced Shipments.
This list all the shipment posted but not yet invoiced.
To create an invoice from uninvoiced shipments, you would create a new invoice for the customer associated with the sales order. Then choose the shipments under Link to shipment to create invoice lines. You can choose all the shipments from one order and then click on create line item. This will bring all uninvoiced shipments from the same order into an invoice. or you can choose each shipped items to create one line at a time.