Typically high in water content, they will cause the product to become too soggy or gummy. Check the package label to see if it specifies whether the fat will work well in baking and how to modify the amount. A frequent baking error is substituting butter or oil in recipes that require solid shortening. Solid shortening melts at higher heat than butter, and the two are not necessarily interchangeable. Even if tolerated, texture can be compromised.
Shortening produces a softer, thicker, chewier end product.
Butter produces a crisper, thinner end product. Generally, substituting oil for solid shortening in cookies doesn't work, but it can be done successfully in some cake and muffin recipes. The wrong fat will cause your cookie dough to flatten and spread like pancakes, make your cut-out cookies or pie crust dough impossibly sticky to roll out, and turn your pie crust or cookies hard as rocks when cooked. Always check the package or recipe directions for proper fat substitutes. If oil or butter can be successfully substituted for shortening, typically you need to use less to account for the added moisture.