|First Appearance||Dumb and Dumber|
|Portrayed by||Karen Duffy|
In 1994, she and Joe followed Lloyd Christmas and Harry Dunne across the country and were tasked with disposing of them. Shay was left alone when Joe masqueraded as a hitchiker travelling with Harry and Lloyd. She was caught by the FBI in Aspen.
- Karen Duffy who plays as J.P. in Dumb and Dumber played as another character whose name was also Shay in the Disney movie Blank Check.