"The Shoe" (not to be confused with The Hand) is the scary story that Noxxow Blan tells in the episode Camping Out. The story goes like this:
Noxxow: This story is called "the Shoe!"
Steph (another kid): Why such an anticlimactic title?
Noxxow: Well Steph, sometimes anticlimactic titles make the story scarier. In a story, say, called "The Ghoul," we already know what to expect.
Steph: Ooh!
Noxxow: So, here's what happens: Once upon a time, there was a guy who always stepped in gum. His shoe, who was somehow sentient, hated being stepped in gum. So, it grew giant, and ate him!
(Everyone cries)
Tom Camper: I think your story was a little too scary!