"do a suggestive dance," 1918, perhaps via phrase shake the shimmy, which is possibly from shimmy (n.), a U.S. dialectal form of chemise (mistaken as a plural; compare shammy) which is attested by 1837. Or perhaps the verb is related to shimmer (v.) via a notion of glistening light. The transferred sense of "vibration of a motor vehicle" is by 1925. Related: Shimmied; shimmying. As a noun, the name of a popular, fast, suggestive pre-flapper dance, by 1919.

The first "shimmy" dance to appear, almost simultaneously with the signing of the armistice, was greeted with a howl of derision. "Vulgar"! cried the sensitive; "Absurd"! was the verdict of the scornful; "Difficult, but darned attractive!" modern art expressed it. Then, the "shimmy" in its rightful form was presented by Gilda Grey in the Shubert extravaganza "The Gaieties of 1919". Result: a lawsuit with a rival theatrical producer, and the awakened interest of everybody in the much-discussed and condemned dance. ["Good Morning Judge! 'Shake Your Shimmy,'" in The Greenville (S.C.) News, Aug. 27, 1919]