The shellability of the boundary complex of an unbounded polyhedron is investigated. To this end, it is necessary to pass to a suitable compactification, e.g., by one point. This observation can be exploited to prove that any tropical hypersurface is shellable. Under the hood there is a subtle interplay between the duality of polyhedral complexes and their shellability. Translated into discrete Morse theory, that interplay entails that the tight span of an arbitrary regular subdivision is collapsible, but not shellable in general.