We can construct a 4-manifold by attaching 2-handles to a 4-ball with framing r along the components of a link in the boundary of the 4-ball. We define a link as r-shake slice if there exists embedded spheres that represent the generators of the second homology of the 4-manifold. This naturally extends r-shake slice, a generalization of slice that has previously only been studied for knots, to links of more than one component. We also define a relative notion of shaker-concordance for links and versions with stricter conditions on the embedded spheres that we call stronglyr-shake slice and stronglyr-shake concordance. We provide infinite families of links that distinguish concordance, shake concordance, and strong shake concordance. Moreover, for r=0 we completely characterize shake slice and shake concordant links in terms of concordance and string link infection. This characterization allows us to prove that the first non-vanishing Milnor ¯¯¯μ invariants are invariants of shake concordance. We also argue that shake concordance does not imply link homotopy.