Shaw was married eight times: Jane Cairns (1932); Margaret Allen (1934-37); Lana Turner (1940); Betty Kern (1941-43), daughter of songwriter Jerome Kern; Ava Gardner (1945-46); "Forever Amber" author Kathleen Winsor (1946-48); Doris Dowling (1952-56) and Evelyn Keyes (1957-85). He had two sons by Kern and Dowling.