The study of knots and links up to concordance has proved significant for many problems in low dimensional topology. In the 1970s, Akbulut introduced the notion of shake concordance of knots, a generalization of the study of knot concordance. Recent work of Cochran and Ray has advanced our understanding of how shake concordance relates to concordance, although fundamental questions remain, especially for the class of shake slice knots. We extend the notion of shake concordance to links, generalizing much of what is known for knots, and offer a characterization in terms of link concordance and the infection of a link by a string link. We also discuss a number of invariants and properties of link concordance which extend to shake concordance of links, as well as note several that do not. Finally, we give several obstructions to a link being shake slice.