Magnetic shields are metal sheets that have high magnetic permeability, but are not likely to become magnetic themselves in the presence of a long-lasting field, that is, they have low coercivity. The only material I'm aware of is Mumetal, and it's extraordinarily expensive. (Actually, a little research also turns up supermalloy.) That said, you can't just put a sheet of it between the two items. Basically, you have to encase one or the other object, as magnetic fields are toroid, which means that the object you want shielded is being affected from all directions but the farmost. So, conceivably, you could get some Mumetal, shield the back of the CRT, and face its back towards the pinball machine, and not see any shielding at all. I don't know if Mumetal is available commerically or not. Oh, here are some sample kits.
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Bitt Faulk