Shay's 2000 autobiography is titled Album for an Age: Unconventional Words and Pictures from the 20th Century. In 2002, the American Theater Company in Chicago staged Shay's autobiographical play, Where Have You Gone, Jimmy Stewart?, directed by Mike Nussbaum.
In the six years she remained with The Commons, she had eight plays produced by the theatre, including the very successful Dashiell Hamlet, which she co-wrote with Mike Nussbaum, Mike Nowak, and Paul H. Thompson.
As a director, his work has included Where Have You Gone, Jimmy Stewart? (2002) by Art Shay.
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