The following predators have been documented to prey on shrimp gobies:
Click here to see a study done on Predators of Gobies in Hawai'i.
Probably the most interesting predatory aspects is that of the Lizardfish / Goby interaction. The lizardfish that prey on gobies are not much larger than the food they eat. In fact, I have seen a 5 cm lizardfish eating a 3 cm Hawaiian Shrimp Goby! Thats pretty impressive.