Shor moved to New York City and began appearing onstage, notably in Hedwig and the Angry Inch. In 2000 she starred in the short-lived ABC sitcom Then Came You. She accepted supporting roles in the Harold Ramis comedy remake Bedazzled (2000) and the 2001 cinematization of Hedwig and the Angry Inch, reprising her role of Yitzhak. During the 2001-2002 television season, she starred in the NBC short-lived comedy series Inside Schwartz, opposite Breckin Meyer and Maggie Lawson. Shor later starred in a few independent films and guest-starred on episodes of My Name Is Earl and The West Wing. In 2006, she made cameo appearance in Shortbus, directed by her Hedwig and the Angry Inch co-star John Cameron Mitchell.
In 2006, Shor starred in the ABC television comedy series Big Day opposite Marla Sokoloff and Wendie Malick but the series was canceled after one season. In 2007, Shor lent a supporting role to Mary Stuart Masterson's directorial debut, the slice-of-life drama The Cake Eaters. The following year, she was cast in the 1970s-set primetime CBS drama series Swingtown as Janet Thompson. The show was canceled due to mixed reception and low ratings. Shor had a recurring role on FX legal drama Damages as Carrie Parsons and appeared on Law & Order: Criminal Intent, Bored to Death, and Royal Pains. In 2011 she played the role of Anna on the HBO's miniseries adaptation of Mildred Pierce.
Shor is married to Justin Hagan. They have two daughters, Ruby (born in 2009) and Iris (born in 2013).
In 2012, Shor starred as Cricket Caruth-Reilly in the ABC comedy-drama series GCB, along with Leslie Bibb, Kristin Chenoweth, Annie Potts, Jennifer Aspen and Marisol Nichols but the series was canceled after one season. Later in 2012 Shor was cast in a recurring role as dogged reporter Mandy Post in season four of The Good Wife. In 2014, Shor was cast as a series regular in the TV Land single-camera comedy pilot Younger, produced by Darren Star, and starring Sutton Foster. The network ordered the show on April 14, 2014, and season one premiered on March 31, 2015. On April 21, 2015, TV Land announced that Younger had been renewed for a second season of 12 episodes, same as the first season. The second season premiered on January 13, 2016.
In 2015, Shor played Madelaine True alongside Foster in The Wild Party at the New York City Center from July 15–18.
