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All libavcodec based players and converters support the Shorten codec; and since the LAVFilters are based on libavcodec, support can easily be added to Windows Media Player and other software that uses the standard filter / codec APIs. As far as less common programs, some Rockbox applications can play Shorten files without decompression, and third-party Shorten plug-ins exist for Nero Burning ROM, Foobar2000, and Winamp; alternately VLC media player is an actually updated choice, or ffplay from the ffmpeg package if a command line utility is desired.
etree.org Wiki article. etree.org is a trading site for authorized recordings of live performances; etree formerly used Shorten exclusively but is increasingly using FLAC.
Shorten FAQ (note: If looking for software to play .shn files, you will probably be better served by the etree software page, as the Shorten FAQ has many broken and outdated links.)
Lossless audio formats, a performance comparison of lossless audio formats, including Shorten.