The assembly (thing) sites in Shetland have hitherto not been systematically examined, and their locations are more or less unknown. The aim of this article is therefore to identify the locations of the assemblies in the so-called thing parishes and analyze their characteristics, using comparative evidence from other areas of Norse settlement. As part of this process, it is proposed that Rauaring, one of two “lost” parishes, was located on the island of Yell, rather than on the Shetland Mainland as previously argued. Close examination of the proposed thing locations has revealed a number of striking features, most of which have parallels in Scandinavia. This finding demonstrates that great care went into the selection of thing sites, although with some consideration for local conditions. On the basis of the strong site characteristics, a new potential thing site has been identified in the area of Benston in Nesting on the Shetland Mainland. Finally, it is argued that the first thing sites were established by early Norse settlers in the time before the Norwegian kings had established firm rule in Shetland.