Comment by cryptonector

FKs are nothing special. It's just more INSERTs/UPDATEs/DELETEs. If you can't have a few more DMLs in your transactions in your sharded DB then you've already got scaling problems.

Really, FKs are typically implemented internally by RDBMSes as TRIGGERs that do what you expect FKs to do, which means they really are nothing more than syntactic sugar.