Door knobs come in other shapes than round, like oval, diamond shaped, square, hexagonal and star shaped. Or in the shape of objects, like an acorn or a golf ball.
I've seen other shapes around, but round is the most common shape because it's ergonomic. Just imagine trying to turn a square door knob. You'd have the pointy corners poking your hands and it wouldn't be very pleasant to feel although it might look stylish. You can look for some at Home Depot!