The Shag is a large blue and green militarized van. It is unlocked by completing the delivery missions in Lava Falls. It is factionless.
The shag is based off of a 1970's dodge van, and it's name comes from shag carpeting, which was popular option in vans of it's era.
Not particularly better than other vehicles, the Shag is just a cool van to cruise around in.
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