Born Samuel Shepard Rogers IV in Fort Sheridan, Illinois, he worked on a ranch as a teenager. His father, Samuel Shepard Rogers, Jr., was a teacher and farmer. His father was in the United States Army Air Forces as a bomber pilot during World War II. His mother, Jane Elaine (née Schook), was a teacher and from Chicago, Illinois. After high school, Shepard went to college for a little while. He quit to join a travelling theater group. He was also a drummer for the different late-1960s rock band The Holy Modal Rounders. The band was in the movie "Easy Rider" (1969).