New optical narrowband imaging observations of the fields of several ultra-luminous X-ray sources (ULXs) are presented. Known supershell nebulae are associated with a number of these ULXs, which we detect in emission lines filters such as [S II], He II, [O II] and [O III]. New nebulae are discovered, which are candidate ULX-powered supershells. The morphologies and emission line fluxes of these nebulae could then be used to infer the properties of the emitting gas, which gives clues to the energizing source (photoionization and/or shock-excitation, both possibly from the ULX). Studies of supershells powered by ULXs can help to constrain the nature of ULXs themselves, such as the isotropy of the X-ray emission and the strength of their outflows.