When I was training in some of the great restaurants in France, I was amazed that all the scallops we purchased were in the shell, much like you would buy an oyster or mussel. They were beautiful specimens--tight and extremely sweet. It was all a romantic picture until I had to open and clean several cases of them as fast as I possibly could (the only working speed in these kitchens). Don't be misled--it's a tough job that ultimately yields a proportionally small amount of scallops.
But what a prized delicacy it is. What we actually eat is only a small part of the scallop's innards. We eat only the abductor muscle which keeps the shell closed and propels the scallop through the water (done by opening and closing the shell). The French and other Europeans also consume the crescent shaped pink/orange roe which is attached to the side of the scallop meat.
Most all scallops are shucked at sea. Rarely are they shipped in their shells mainly because of the expense involved and perishability issues. The following photos show the entire shucking process:
*Click on photo thumbnails to see an enlarged version