As coded, unless your 'Record' bookmarked range includes a terminating paragraph break, the match will fail because the textbox text necessarily includes one. On the assumption that terminating paragraph breaks in both the bookmarked range and the textbox should be excluded from the comparison, you could use:
Code:
Dim shp As Shape, strKeyInfo As String, strText As String, Rng As Range
With ActiveDocument
Set Rng = .Bookmarks("Record").Range
With Rng
Do While .Characters.Last = vbCr
.End = .End - 1
If .Start = .End Then Exit Do
Loop
strKeyInfo = .Text
End With
For Each shp In .Shapes
With shp
If .Type = msoTextBox Then
Set Rng = .TextFrame.TextRange
With Rng
Do While .Characters.Last = vbCr
.End = .End - 1
If .Start = .End Then Exit Do
Loop
strText = .Text
End With
If strKeyInfo = strText Then
MsgBox "Values Match!"
Else
MsgBox "Values Do Not Match!"
End If
End If
End With
Next
End With