The 43-year-old star was acting as a panelist at the 72-hour marathon of improv comedy sketches held at NYC's Upright Citizen's Brigade theater over the weekend, August 9-10.
A source tells the newspaper, "Everything was going great until three comics came out each playing a dead star. One was playing Heath Ledger as The Joker and he just kept listing prescription pills he had in his pocket. Another was playing Estelle Getty and the third was Bernie Mac's ghost.
"She (Shields) was so freaked out her eyes welled up and she actually bit her nails at one point. When someone pretended to dump Estelle Gettys ashes on (30 Rock actor) Jack McBrayer's head, Brooke got up and walked offstage. She watched the rest of the show from behind a curtain backstage with a grimace."
A spokesman for Shields says the actress left to talk to the writers, reports the newspaper.
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