Some of his favorite photographs, however, are those of Chicago writer Nelson Algren, author of The Man with the Golden Arm and winner of the first National Book Award. Shay and Algren met in 1949 when Shay pitched a story on "the prose poet of the Chicago slums" to his editors at Life magazine. The two men became close friends and spent time roaming the West Side, encountering addicts, hookers, alcoholics, bums, cops, and hustlers, among many other street characters. The gritty photo essay was never published, but photographs from the series are alive in many books and currently held in important private and public collections. Both passionate about and critical of Chicago, Algren wrote a novel, Never Come Morning, depicting the seedy underbelly of crime and poverty in the city, which was banned by the Chicago Public Library System. After Algren's death in 1981, Shay published Nelson Algren's Chicago, a collection of his photographs from the men's years together as well as accompanying texts. Shay is currently writing Waiting for Nelson, a play depicting the real-life love triangle between Algren, Simone de Beauvoir, and Jean-Paul Sartre. His World War II play, Where Have You Gone, Jimmy Stewart, was produced by American Theater Company three years ago.