Shelby was selected in the first round (20th pick) in the 1977 amateur draft by the Baltimore Orioles. He spent several seasons in the organization's farm system (a developemental league) before he made his major league debut on September 15, 1981. In his 6 year tenure with the Baltimore Orioles he played 512 games and had a batting average of .239 with 331 hits, and 31 homeruns. He was also part of the 1983 world series team. Through 1987-1990 he played for the Los Angeles Dodgers where he helped them win the world series in 1988. He averaged .247 with 331 hits, and 32 homeruns. In the last 2 seasons of his career he played for the Detroit Tigers. He finished out his 2 seasons with an average of .211 with 77 hits, and 7 homeruns. In his time spent in the developmental league, went to 11 all star games.