According to Dailynews shrimp is still safe to consume, as they report only 7% of all shrimp consumed in the U.S. is caught in the Gulf of Mexico.

"New Yorkers needn't worry that the seafood on their dinner plates has been contaminated by the Gulf Coast oil slick, fish industry experts say.

That's because the overwhelming majority of shrimp served out of New York's kitchen's comes from overseas, they say.

Shrimp wholesalers who supply vast amounts of seafood to restaurants across New York say they get most of their product from places like Mexico, Panama, Ecuador and parts of Asia.

Shrimp from these regions is desired by most businesses because they're bountiful - and frozen for easy shipment to the U.S."http://www.nydailynews.com/ny_local/2010/06/23/2010-06-23_new_york_shrimp_safe_to_eat_experts_say.html