Capital Region foodies get ready for another exciting addition to the area. Now, despite this being our first Capital Region location for Shake Shack there is a good chance you're familiar with them. I also can't go into a Shake Shack without getting an actual shake. Shake Shake was founded in New York City as a hot dog cart inside Madison Square Park in 2001. From there is grew into what you find today, and we are thrilled to welcome it to the Capital Region.