I feel like having a shake immediately after a workout should have some effect. I've seen some posts making fun of guys that immediately have protein after they're done, so I didn't even think about doing that, but I think I'm changing my mind on the issue.
Your body after working out is yelling for nutrients for a few hours, it is the best time to feed the muscles, but the amount of nutrients that can be absorbed is constrained by the stomach (and we certainly shouldn't start injecting amino acids!). By not wasting time before you start feeding you're maximizing the nutrients put into your body/muscles during this time frame. Let's say this time frame is 4 hours, and it takes you a 20-30 to get to go to the locker room and get dressed and find your car in the parking lot and drive home, or ride the bus, or whatever. That's ~10% of that 4 hour window (and likely the part of it when your body is yelling the loudest) where you're not getting nutrients.
Now I'd never buy 4 dollar RTD's, but bringing a shaker bottle with some protein powder in it in my gym bag is easy so I might start doing that. Maybe bring some milk too. As long as it's not a hassle, I don't see what's wrong with getting nutrients to your muscles as quickly as possible...