Heat a large pot over medium-high. Add the bacon and render for a few minutes, until crisp. Remove and drain on some paper towels.
Add the onion, celery, thyme, and garlic to the pan. Saute for 2 minutes.
Add the corn and cook for 2 more minutes, stirring occasionally.
Add the broth, bring to a boil and cook for about 4 minutes.
Ladle out two cups of the corn mixture and place it in a blender. Blend until smooth.
Return the pureed corn to the pot. Add the shrimp and cook for about 2 minutes, until done.
Pour in the milk and season with salt and pepper. Taste it.
Serve with crumbled bacon.
