When I slow down from a high speed (like coming of the interstate) my steering will starts to rattle and shake. I don't think the whole car shakes though. It seems to be just the steering wheel.
What could be the problem?

if the steering wheel shakes...check your tie-rod ends (most) or tab bushings (less) or ball joint...
even there...i don't see why it would shake with a loose tie-rod....at least, check if you wheels are round !!! (bent rim). yeah...it could be many things.....check everything.....wouhouuuu, what a hint i,m giving you......hahahahaha.. It doesn't need a huge loose to rattle..barely visible...

sometimes cars just do that if you brake too hard froma high speed

yeah it could be that...or there's alot of run out on ur rotors

what do you mean by run out on the rotors?

hmmm...leemme see how to define it ...cus it's easier for me to me show u but since were online i cant...ok ur lookin at the rotor like in a fron view while it's spinning...run out is the lateral movement from side to side...so if u see urrotor and it has lateral play das run out...n das not good.