TvTropes claims that there was an episode of The Shield that took place almost entirely on a single set (the interrogation room), and principally involved only three characters: Vic, Monica Rawling, and the suspect they’re trying to break.
I can’t think of which episode this was, and wikipedia’s episode summaries aren’t ringing any bells, so does this sound familiar to anyone?
the only episode that sounds anything like that would be the Mamet written episode where the cuddle rapist is interrogated but that didn’t involve Vic.
There was also the episode where they more or less kidnapped the pro basketball player. That was mostly in a single room.
Monica was only there for season 4 so it would have to have been one of those episodes. So that narrows it down a bit.
The summaries at TV.com aren’t the best but it could be “Back in the Hole”, a 90 minute episode in which Vic and Monica go head to head with Antwon, the season’s big bad:
http://www.tv.com/the-shield/back-in-the-hole/episode/337593/summary.html?tag=ep_guide;summary
I think that must be what TV Tropes was referring to, although a lot of it took place outside. I was just interested because I love when good writers and directors do minimal episodes like this, and The Shield is a pretty consistent source of high-quality writing. 
As much as I love The Shield for an abundance of hard takedowns, some of the best scenes on the show are just two people talking. Like Dutch and the serial killer in the first season or the phone call between Vic and Shane in the last episode. I remember noting that the second to last episode had just two small action scenes in it but was absolutely gripping because everyone’s world was going to shit. I miss this show.
The setup was kind of cliche, but one of my favorite scenes in the entire show was when Mackey made the statement for his immunity agreement in the second-to-last episode. I love that Michael Chiklis had a subtle enough grasp on his character that they could just hover the camera in a super-tight closeup of his face for a good 30 seconds before he started confessing.
The best scene on the entire run of the show didn’t even have any talking or much action in it.
Vic comes home, his wife and kids are gone, there’s just a note left saying something like “don’t bother looking for us, stay away”. Vic proceeds to completely, and I mean completely lose his shit. Something like 5 solid minutes of total breakdown - screaming, crying, breaking furniture, praying, rolling on the floor. Then he gets paged (I think), takes a few deep breaths, his face goes back to steel, he picks up his badge and goes out the door.
That is some powerful acting right there. And it tells you everything you need to know about Vic Mackey.
I had forgotten about that scene! Now that you brought it up though, that was pretty damn amazing. For the first part of The Shield I wasn’t sure if Chiklis was an amazing actor or just a great fit for this one part, but he really showed an incredible talent for understanding his character and a pretty superb range of emotion as the show went on.
Personally, I just wish they had done more with his relationship with Captain Rawlings. I think I remember reading the creator/director mentioning that they never had a really clear idea of what to do with Glenn Close, and while I loved her season I wish they had done something more.
I think my absolute most favorite scene was in the last episode “Family Meeting,” when Claudette (CCH Pounder) hauls Vic into interrogation and reads Shane’s suicide note to him, and then busts Ronnie Gardocki for all the stuff Vic confessed to the Feds to secure his immunity deal.
Thats about 10 minutes of solid-gold TV.
It wasn’t the ENTIRE episode, just a good chunk of it. That episode still had the regular shooting style for the antics of Claudette & Dutch, Julien & Dani, etc.
I’ve been rewatching this show. It’s got to be one of the best shows ever created. Right now I’m in the middle of season 5, the Lt Kavanagh IAD season. Just finished the episode where The Strike Team sets up a plan to ruin Kavanagh’s name, by letting him spy on a deal they make with a Russian drug lord, and then shooting the competition. Except, they used blanks and the competition was in on the plan, so he played dead. Just as soon as Kavanagh runs in to arrest Vic for murder, the competition rises from the ground, and Vic screams about him ruining their sting just as his captain runs in to confirm that this was played by the book, and Kavanagh’s intervention ruined Vic’s chances of getting the Russian’s trust. Brilliant scene.
The final two episodes of the series are right up there with the Six Feet Under finale. I felt uncomfortable just WITNESSING everything (especially the Family Meeting scenes) and was off my game for the next 2 weeks.