You have to watch Shay tell the story of when she once left a script at Whole Foods. When she realized what happened, she bolted back to the store, and found an "older woman" sitting there, reading her script. Shay politely said that was her script and she needed it back for a table read. The woman asked, "Are you 'S. Mitchell?'" (You'd almost think she'd recognize her from the show.) Shay said yes, but her ID was in the car, she just came in to grab the script. The woman -- who should be hired by the show for her security efforts -- refused to give up the script without proof, so it turned into a tug-of-war inside Whole Foods.

Shay: "I tried not to cause a scene but, yes, they are very crazy with our names being splattered all over it."

Jimmy: "That's such an L.A. story. You almost got into a fight with an older woman."

The Real Housewives of Whole Foods! Or maybe just a "South Park" episode.

Watch her full story here, plus more "Tales from the Set," and her game of Catchphrase with Denis Leary and G-Eazy:

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