You probably have rusty/scored brake rotors.
Most common cause is warped rotors.
Your brake rotors are warped.
If the steering wheel shakes, but to car doesn't, when applying brakes - your front rotors are warped (if you have disc brakes)...if you have drum brakes, the drum could be cracked or the pads worn unevenly If the whole car shakes, and the steering wheel only seems to react to that, when applying brakes - see above statement, but apply to the rear end. If the whole car shakes, including the steering wheel - all four corners are bad, and you're an accident looking for a place to happen soon. In any case, go to your nearest service center ASAP.
is this 4 wheel drive
depends on when it shakes if it shakes when you put on the brakes-warped rotors otherwise it could be ball joints, steering joints, wheel bearings or even out of balance tires
This is usually a symptom of excessive run-out (warped) on front brake rotor or rotors.
Steering wheel shakes
Does the steering wheel shake worse when you step on the brakes? If braking does not cause the steering wheel shaking you probably just have an out of balance wheel, a bent rim or a faulty tire.
You probably have warped brake rotors. You'll need to have them replaced or resurfaced.
Tires,inner tie rod bushings, if the steering wheel shakes when brakes are applied - brake rotors warped.
You probably have severely warped front brake rotors. Machining or replacement of the rotors would be necessary to correct the problem
Tires out of balance, bent wheel, tire defect, or suspension or steering parts worn.