I have two of the original two truck Shays. They ran without complaint on ~2.5 foot radius (The LGB R-2) curves for quite some time. They have been known to negotiate 2 foot radius curves (LGB R-1) though they're not entirely happy doing so, and depending on whether the curve is to the left or the right, there's a risk of something in the driveline binding or catching sometimes, on some engines.
This is a picture of SCRY #4 on the old railroad, coming out of a 2.5 foot radius curve. Notice the angle that the rear truck has with respect to the chassis.

My railroad now has a 5+ foot minimum radius, and the Shay is much happier, and looks a great deal better.