1. Pour oil to depth of 3 inches into a Dutch oven; heat to 350°.
2. Stir together okra and next 8 ingredients in a large bowl until well blended; stir in shrimp.
3. Drop batter by rounded tablespoonfuls into hot oil, and fry, in batches, 2 to 3 minutes on each side or until golden brown. Drain on a wire rack over paper towels. Serve with salsa and sour cream.