In 2003, Shetterly founded the Winter Harbor Theatre Company in Portland, Maine. With the company Shetterly created the "Letters Series...", a run of shows about social issues such as the war in Iraq, the Katrina disaster and gun control. The shows were formed from entirely original pieces which Shetterly commissioned from playwrights and artists across America. Each show brought the selected performers and playwrights together for one week in Maine where they rehearsed and performed.