Ephraim Shay (July 17, 1839 – April 19, 1916) was an American merchant, entrepreneur and self-taught railroad engineer who worked in the state of Michigan.

His parents were James and Phoebe (Probasco) Shay, whose families went back to colonial New York.

His mother's paternal line descended from immigrant George (Jurriaen) Probatski, who was from Breslau, Silesia (now Wroclaw, Poland).

Over time, through Dutch and English marriages and variations, the name in the United States evolved to Probasco,[1] probably within the first few generations.

In his American Civil War diary, Shay wrote, "Received marching orders.

[citation needed] Shay served in the Western Theatre of the war, under General William Tecumseh Sherman.

The couple moved to Ionia County, Michigan, to be near his family members in Portland, Lyons, Muir, and Sebewa.

Shay also designed and operated a private water works for the town of Harbor Springs.

Shay established a railroad, the Harbor Springs Railway (nicknamed the "Hemlock Central"), chartered in 1902.