We evaluate the mechanisms responsible for generation of shear waves by explosions in high‐velocity source media by identifying, quantifying, and modeling observations that can distinguish between commonly suggested mechanisms. We review the literature to identify regional observations that have been or can be used to distinguish between two or more mechanisms. We supplement these historical observations with new measurements of the Semipalatinsk test site (STS) event Lg and P amplitudes at Borovoye and model the observations with nonlinear source models, Rg‐to‐Lg upper bound calculations, and wavenumber integration synthetic seismograms for point explosions and CLVDs. Direct generation of shear waves by the nonspherical component of the source volume is consistent with the regional Lg amplitude versus yield relationship, while S* and Rg‐to‐Lg scattering are not. We also analyze and model a large set of Degelen explosion records from approximately 10 to 90 km. The local Sg spectral corner frequency is lower than the Pg corner frequency by approximately the source P‐to‐S velocity ratio, which is consistent with shear waves directly generated by the source, and inconsistent with Sg being the result of pS, S*, or Rg‐to‐Lg scattering. The local Sg and Rg spectra are distinctly different. Taken together, results from previous work and new observations presented here support the conclusion that explosions in high‐velocity source media dominantly generate shear waves directly, through the nonspherical part of the nonlinearly deforming source volume.