Fry bacon in large skillet until crisp. Drain bacon, reserving 3 tablespoons drippings. Crumble bacon, and set aside.
Combine water, salt, and drippings in a large saucepan. Bring to a boil; stir in rice. Reduce heat; cover and cook 20 minutes.
Sprinkle shrimp with Worcestershire sauce; dredge in flour. Sauté shrimp, celery, and green pepper in butter for 3 minutes. Cover and cook 2 minutes. Remove from heat, and stir into rice. Add salt, pepper, and reserved bacon, stirring well. Serve hot.