The first company that Shakespeare was known to have worked for was The Lord Chamberlain's Men, under the patronage of Henry Carey.  It is recorded that Shakespeare, alongside William Kempe and Richard Burbage was paid for the performance of 'two several comedies or inteludes' for the Queen as members of The Lord Chamberlain's Men during the Christmas season previous to 15 March 1595*.  In 1603, the company changed its name and its patronage: shortly after King James I arrival in London he gave the company a royal name, making them The King's Men.  With this company Shakespeare was actor, playwright and sharer - had a financial share in and therefore somewhat responsible for the company until he retired to Stratford in 1613.

How Shakespeare came to be a member of The Lord Chamberlain's Men is less than certain.  During the years in which little is known of him, it is suggested that he may have joined one of the travelling troupes of players that toured round the country.  In his book Shakespeare for All Time, Stanley Wells suggests that he may have joined the The Queen's Men who played in Stratford in 1587.  Wells' suggestion lends itself partly to the known repertoire of the company before 1594 that included several plays that Shakespeare later rewrote such as The Famous Victories of Henry the Fifth, The True Tragedy of Richard the Third, The Troublesome Reign of King John and King Leir.  Wells argues that as an actor in the company he could have picked up an interest in these plays, as well as gaining an intimate knowledge of them^.

Alternatively, Shakespeare could have joined the old Lord Strange's Servants that were then transformed into the Lord Chamberlain's Men in 1594.  Schoenbaum suggests this as a possibility in his book Shakespeare's Lives as the first mention of Shakespeare in an acting company (see above) puts him in a high position of responsibility, naming him personally alongside two of the principle actors.  Perhaps Richard Burbage and other important members of the company knew Shakespeare for some time before the appearance of the company as The Lord Chamberlain's Men.

*See Schoenbaum, S., Shakespeare's Lives, (Oxford: Oxford University Press, 1991), pp.16-19.
^See Wells, Stanley, Shakespeare for All Time, (London: Macmillan, 2002), pp.50-57.