Shah’s works have shown internationally in museums, galleries, and film festivals including, 60th Venice Biennale, 35th Sao Paulo Biennale, 4th Kochi-Muziris Biennale, Documenta 13, Tate Modern, Centre Pompidou, and Rotterdam International Film Festival. Her works are held in important private and institutional collections including the Devi Art Foundation (India), Lenbachhaus (Munich), Wolfsburg Museum (Wolfsburg), and Folkwang Museum (Essen).