Shep did not regularly take callers on his show and often, when he did, the caller was not heard. He would usually solicit these calls with the "I'll award a brass figlagee with bronze oak leaf palm to anyone that can tell me..." He usually was looking for a name, meaning of a word, or event that he was discussing at the time. Sometimes it was for a reaction to something he had just done.

During the overnight shows in the 50's Shep would quite often talk with an unheard female on the phone. It was later revealed during an interview with Lois Nettleton, actress and Shep's wife from 1960 to 1967, that it was she who was the mystery caller.