Definitions of shag:

• noun:   a lively dance step consisting of hopping on each foot in turn
• noun:   a fabric with long coarse nap

  Example: "He bought a shag rug"

• noun:   a matted tangle of hair or fiber

  Example: "The dog's woolly shag"

• noun:   a strong coarse tobacco that has been shredded
• noun:   slang terms for sexual intercourse
• verb:   dance the shag