http://www.rcfp.org/jailed-journalists
The list is neither exhaustive nor particularly recent, but certainly it shows this is nothing new - there has never been protection for journalists who will not comply with a court order to reveal their sources.
The good ones will refuse to reveal them anyway, and face any consequences.
[1]: He is a Pulitzer-winning journalist. https://en.wikipedia.org/wiki/James_Risen
[2]: If you are reading this statement, you, your government, and anyone else hereby lose your right to sue me for any reason whatsoever to eternity.
Now, a state might have a shield law (I believe most do), but they don't apply at the federal level. Anyways, that there is not federal shield law is why journalists generally make a big deal out of them protecting their sources. If it was a matter of course, a protection they were guaranteed, then it really wouldn't be a big deal. It would be a meaningless platitude.