In November of 1980, Shelley starred in the Jack Heifner play Vanities which was staged at the Westwood Playhouse in Los Angeles. It was filmed for TV as part of HBO's Standing Room Only series and was aired in 1981. Set in 1963 then 1968 and finally in 1974, the play was about three girls from Texas (as high school cheerleaders, then as college roommates, and finally as young adults) - their friendship and its eventual demise. Shelley played Mary (the confident one) alongside Meredith Baxter Birney who played Joanne (the naïve one), and Annette O'Toole who played Kathy (the planner). Shelley immediately jumped at the opportunity to play Mary after leaving Charlie's Angels. "I didn't want to leave Los Angeles without doing something good," she explained. Although she had no prior stage experience, she was ready to take on the challenge. "I don't know how I got the guts to go right into a play immediately after leaving the series," Shelley said. "I started doing theater for the first time in my life although I'd never been on a stage before." And Shelley's gamble paid off. She received glowing reviews for her performance, surprising many of her critics and detractors... as well as Charlie's Angels producer Ed Lakso who thought she couldn't act and that casting her in Angels was a mistake. "One year after the show, I saw Shelley in the stage play Vanities, and she did a wonderful job," Lakso admitted.