If you cite multiple Shakespeare plays throughout your paper, the MLA in-text citation begins with an abbreviated version of the title (as shown here), e.g. (Oth. 1.2.4). Each play should have its own Works Cited entry (even if they all come from the same collection).
If you cite only one Shakespeare play in your paper, you should include a Works Cited entry for that play, and your in-text citations should start with the author’s name, e.g. (Shakespeare 1.1.4).