Yes. Unlike waxing, tweezing, threading, bleaching and epilating, it is absolutely fine to shave your hair in between your sessions, making laser a much more manageable 'self-maintenance' method of hair removal.
You should shave no less than 24 hours before the day of your next treatment to avoid irritation on the skin. When you shave the treatment area, you also superficially exfoliate the skin and this may cause some sensitivity.
After your laser hair removal session, you may shave the area after 48 hours, if need be.