Shields has appeared in several Broadway musical theater productions. She played Rizzo in the 1994 revival of Grease. For four months, beginning July 2001, she played Sally Bowles in the long-running 1998 revival of Cabaret. In September 2004, Shields replaced Donna Murphy in the role of Ruth Sherwood in the 2003 revival of Wonderful Town until the show closed four months later. Her performance was widely praised. Ben Brantley of the New York Times praised the "goofy sweetness" she brought to her interpretation of the role, but wrote that she fell short of Donna Murphy's "perfection". In April 2005, Shields played Roxie Hart in a long-running production of Chicago at the Adelphi Theatre in London's West End. Later the same year, she reprised the role in the Broadway revival, from September 9 to October 30. This made her the first performer to have starred in Chicago, Cabaret, and Grease on Broadway, three long-running revivals noted for "stunt casting" of celebrities not known for musical theatre. She took over the role of Morticia Addams in the Broadway musical The Addams Family on June 28, 2011.