Preheat oven to 350 degrees F (175 degrees C).
In a medium bowl, cream together the shortening and sugar. Beat in the eggs, one at a time then stir in the vanilla. Combine the flour and baking powder, stir into the mixture alternately with the milk. Drop dough by spoonfuls or roll out dough on a lightly floured surface to 1/4 inch in thickness.Cut with cookie cutters into desired shapes. Place cookies 1 1/2 inches apart onto an ungreased cookie sheet.
Bake for 8 to 10 minutes in the preheated oven. Allow cookies to cool on baking sheet for 5 minutes before removing to a wire rack to cool completely.
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