Shelley played Billie Dawn in Pennsylvania Stage Company's 1982 staging of Born Yesterday in Allentown, Pennsylvania. After her other stage triumphs, Vanities and Close Ties, and her critically-acclaimed performance in Martin Scorsese's King of Comedy, Shelley tackled stage once again. An article about the play came out in September of 1982 which included interviews with Shelley and her director Stephen Rothman. They explained their new and fresh approach to the production. The other cast members were Michael O. Smith and Fritz Sperberg. The play ran from September 29 to October 24 of that year and Shelley received glowing reviews.