- According to Frances Ingram, in an extensive article on Shepperd in "Classic Images" (October, 2008), two of Shepperd brothers, Clement and Edmund, became artists and one of them, Edmund, was commissioned to paint a portrait of Eleanor Roosevelt.
- The athletic-oriented actor enjoyed swimming and tennis along with reading (Hemingway and Steinbeck were his favorite authors).
- Another member of his college dramatic club the Carolina Playmakers was bandleader Kay Kyser. He and Sheppard remained friends long after both made it to Hollywood.
- Producer David O. Selznick asked him to test for the role of Ashley in Gone with the Wind (1939).
- Was nominated for Broadway's 1981 Tony Award as Best Actor (Featured Role - Play) for "To Grandmother's House We Go."
- Died almost six months before Ernest Graves, who was the first Victor Lord on One Life to Live (1968) before Strudwick took over the role in 1974.
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