I couldn't believe it personally, but then again, I grew up on British comedy and the West coast so my slang is a bit different. Doing some quick research on the topic (aparrently "It's a dance style that originated on the Eastern Seaboard during the 1950s and '60s.") has made my morning absolutely a riot.
"Shag for the Salvation Army! ...Last year, during our first Shag-A-Thon, we helped raise over $1,300..."
"There is nothing more associated with the South than shagging, and no place more accommodating to shaggers than the South. Learning to shag is learning to be a Southerner."
"Time was, a shagger could tell where you were from by the way you moved."
"Jessie learned to shag while growing up in Red Springs, when the lessons came from a girlfriend, a door frame, and a book on her head to keep her moves butter-smooth."
*pounding on desk, crying with laughter*