Shearer's first feature film as director "Teddy Bears' Picnic", which he also wrote, was released in 2002. The plot is based on Bohemian Grove, which hosts a three-week encampment of some of the most powerful men in the world. The film was not well received by critics. It garnered a 0% approval rating on Rotten Tomatoes, with all 19 reviews being determined as negative and received a rating of 32 out of 100 (signifying "generally negative reviews") on Metacritic from 10 reviews. In 2003, he co-wrote "J. Edgar! The Musical" with Tom Leopold, which spoofed J. Edgar Hoover's relationship with Clyde Tolson. It premiered at the U.S. Comedy Arts Festival in Aspen, Colorado and starred Kelsey Grammer and John Goodman.