I feel like I've never had a home, you know? I feel related to the country, to this country, and yet I don't know exactly where I fit in... There's always this kind of nostalgia for a place, a place where you can reckon with yourself.

Shepard's early science fiction play The Unseen Hand (1969) would influence Richard O'Brien's stage musical The Rocky Horror Show. The book includes "short stories poems and narrative sketches. "
Shepard starred in the 2011 film Blackthorn.

Shepard was nominated for an Academy Award for Best Supporting Actor for his portrayal of pilot Chuck Yeager in The Right Stuff (1983). Shepard received the PEN/Laura Pels International Foundation for Theater Award as a master American dramatist in 2009.