"What was that, a bat?" asked Clinton, who was unharmed in the incident.
"Thank goodness she didn't play softball like I did," Clinton was then quoted as saying.
Clinton was in Las Vegas to speak to members of the Institute of Scrap Recycling Industries.
The woman who threw the shoe, described by the Las Vegas Sun as having long blonde hair, is now in Federal custody.
Read more, and watch a video, in the Las Vegas Sun report.
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