Q:

How rails render works in controller?  Why something it doesn't use layout? 

I tried to write render in an action, but layout behavior is different, why?  
def show
   # assuming we have a partial in app/views/shared/_panel_show.html.erb
   #render "shared/_panel_show" # have layout
   #render "/shared/_panel_show" # without layout
   #render "shared/panel_show" # Template is missing
   #render :partial => "shared/panel_show" # without layout
   render :partial => "/shared/_panel_show",:layout => "application" # have layout
end

I want to render a partial and follow controller layout.  

A:

The whole point of a partial is that it only renders a part of a view and renders it without any layout. 
I would suggest creating a new view (and action in our controller), say shared/full_panel_show, which just renders the partial. 
<%= render :partial => 'shared/panel_show' %>

Now in your controller render the new view:
def show
  render :action => 'shared/full_panel_show'
end

Depending on what you are doping with the show view, you could just render the partial from it's view instead.