The Cortinas' singles, "Fascist Dictator" and "Defiant Pose" both appeared on Step Forward, the label run by Police manager Miles Copeland, as did their only album "True Romances".

When The Clash sacked Mick Jones in 1983, Sheppard and Vince White replaced him, and he toured America and Europe with them in 1984, playing on their final album Cut the Crap.

When "This Is England" reached a number 24 in the UK Singles Chart, Sheppard is quoted as saying: "I remember sitting in a different city watching it, thinking, 'There isn't a band'".

Sheppard moved to Perth, Australia in 1993, and has formed/played in two local bands, Heavy Smoker and the New Egyptian Kings with Shakir Pichler.

In 2007 Sheppard formed The DomNicks with Dom Mariani (The Stems, The Someloves, DM3), together with bass player Howard Shawcross (The Elks) and drummer Marz Frisina (The Chevelles).