Shelley was very active in the stage scene back in the early 1980s. It was where she honed her chops as an actress. In 1982, she starred as Anna in Elizabeth Diggs' Close Ties. The play ran in 1982 and was aired on cable TV on March of 1983. Shelley's performance in the play was proof that, yes, she could act; and her critics and detractors took notice. Her other notable stage performances were as Mary in Jack Heifner's Vanities (1981) and as Billie Dawn in Born Yesterday (1982). She also shined on the big and small screens when she co-starred with George Segal in the TV movie Trackdown: Finding the Goodbar Killer (1983) and Robert de Niro in the Martin Scorsese film The King of Comedy (1983). She was getting acting praise for her gerat performances.