Lori and I performed in a shim sham at Grand Central in March. Yehoodi, a local dance group, got together about 50-100 people on a Saturday afternoon to perform for Frankie Manning's 95th birthday. We assembled in the main hall, but the large presence of so many related people dressed in vintage and the slowness with which we worked allowed the train station security to shut us down. They directed us to a cramped and out of the way location where we were permitted to dance.
You can see the performance on Youtube. Lori and I are way at the back -- I'm on the left and Lori's on the right. Or at least, that's what I remember. We're not particularly visible.
Later, we went over to TKTS in Time Square and did a real performance on the steps. At least, Lori did -- I elected to watch from the side. (The first half of the performance has not been posted -- not sure why.)
If you have an ambition to learn the shim sham, I think that Mandy Gould of Toronto has the best instructional video on Youtube.