Shen Woo was raised in Shanghai where he created his own brutal style of street boxing. He soon came to be very feared, and grew to enjoy the thrill of the fight. Eventually, he came to know the enigmatic fighter Ash, who entered Shen, himself, and Duo Lon as the "Hero team" into the KOF 2003 tournament. Despite he and Duo Lon having suspicions of Ash's agenda, Shen couldn't care less as he was too eager to find and face stronger opponents.
At the end of The King of Fighters XI, Ash decides to settle his teammates' agendas. Oswald joined the tournament looking for a drug known as the "Dragon Pills", an illegal and off-the-market drug. Ash explains that the provider for this drug will not sell it but will consider giving it to Oswald if he defeats their adversary, Shen. Since Shen is looking for a strong opponent to fight and Oswald needs the "Dragon Pills", Ash decides to pit his two teammates against each other.
Surviving his fight with Oswald, Duo Lon later meets up with him to find out Ash's whereabouts. Though Shen knows nothing, he isn't too happy with the idea of being used twice by a person he doesn't really know. With the excuse that he can fight stronger opponents if he decides to find out more about Ash, they team up and head to the one who seems to know anything about their former teammate: Elisabeth Blanctorche. In their team's ending, both he and Duo Lon respectively give Elisabeth time to mourn over Ash's "death".
Role in Super Smash Sisters
Shen Woo appears in Super Smash Sisters as an NPC helper for players. He carries his specials from his King of Fighters appearances. If any of his punches hit a launched projectile, it can be sent back to the launcher.