The flu shots contain a specific quantity of dead flu virus, a buffer, and (if it comes from a multi-dose vial) a preservative. You may remove your tin-foil hat now.
Vaccine Excipient & Media Summary - Excipients Included in U.S. ...
They also include bits of whatever culture they were grown in (yeast, eggs, dead babies) because you can't entirely remove them via any purification process. Also the live virus versions contain whatever microbes the culture it was grown in might contain. Look up 'SV40 and polio vaccine'. Also 'Pig Wasting Virus' and rotavirus vaccine'. Probably more we haven't identified yet.