Shepard arrived in California in the early 80s, where she supported herself by working as a stripper in various Los Angeles strip clubs and modeling for car shoots. It was during her time stripping that she met genre filmmaker Dan O’Bannon. After a number of small television roles, Shepard broke into film with H. B. Halicki’s The Junkman (1982). Roles in over a dozen B movies followed; including 1985’s The Return of the Living Dead, which was directed and written by O’Bannon. In 1992 she capitalized on her “B-girl” status by penning Invasion of the B-Girls, a book of interviews with cult actresses such as Kitten Natividad, Linnea Quigley, Yvette Vickers, Haji, and Mary Woronov. She has also written for such publications as Premiere, Cosmopolitan, Details, and The Associated Press.

Her autobiography, If I’m So Famous, How Come Nobody’s Ever Heard of Me?, detailing some of the less glamorous aspects of film making and her experiences working in adult entertainment, was published in 1996.