As far as I know, those are the only two. They should be pronounced Soogher and Soor, shouldn't they? I looked them up on Dictionary.com, and their etymologies reveal no trace of an SH, except where the listing for sugar had:
Middle English sugre, sucre (noun) < Middle French sucre < Medieval Latin succārum < Italian zucchero < Arabic sukkar; obscurely akin to Persian shakar, Greek sákcharon
I see an obscure kinship to shakar, but the word morphed so many times since then that the SH disappeared pretty much completely. And sure is even worse, with no sign of SH:
Middle English sur ( e ) < Middle French sur, Old French seur < Latin sēcūrus
Why are these the only two like this?