Sidney became nervous once when a pizza commercial was on TV because they rang a doorbell that sounded just like our doorbell. He looked at the door, preparing to run!

One way to help a shy cat is to ask your friends/family that come over to not make sustained eye contact. From what I've heard, this is a sign of aggression in the cat world (same reason why you shouldn't smile at an unfriendly dog, for them, baring of teeth is a sign of aggression).

Anyway, I've had some success with my in-law's cat, who is very skittish. I'll glance her way, and then the moment we make eye contact, I'll look in a different direction. While she still doesn't come up to me, I can tell that this relaxes her, and we are able to be in the same room together.