What you need for sharded queries is
concurrency, not necessarily asynchronous requests. Async callbacks (ala Node.js, Twisted Python, Event Machine, etc.) give you a kind of cooperative multitasking, which is one way to have concurrent I/O-bound tasks going; multithreaded programs are another. (Ruby and Python threads are kind of in-between, due to their respective GIL limitations.)
That being said, above a certain scale and complexity level, you probably want the topology of your persistent data store hidden from your web request handlers anyway. For one thing, making requests to N backend shards from M frontend web workers starts to get bad when N and M are both large; for another, introducing really complex scatter-gather query logic into your request-handling pipeline can be a maintenance and debugging nightmare.
Introducing a proxy or data-abstraction service in between cuts down on the number of open connections and lets you change the data storage topology without updating frontend code.