Disclaimer: my shimano sandals are the old style, so they may have changed....

I wear an 8.5 (39 in most danskos/38 in some birks). I wear a 41/42 (they come in size ranges - or used to) in the shimano sandals. I tried the smaller size (39/40) and couldn't get my foot in it. I wear a 41.5 in Sidis.

Good luck!