It costs £1 at Companies House to download the annual return. It's not free but it's as near as damn it!
Companies are only required to file shareholder changes annually though so it might not be current. They could have changed a day later and Companies House wouldn't know.
If you are a shareholder of a company you have the right to ask them to provide a current shareholder list. Likewise though they can charge an admin fee for doing so if they wish.