Pillow Shams Pillow shams are decorative pillow covers that coordinate with your bed covering (duvet cover, coverlet, quilt etc.) Most often a bed is made with at least two extra pillows for pillow shams. Some people who like lots of pillows on their bed like to have 4 pillows with shams: two standard or king and two euro square. It is really a matter of personal preference, so have fun and put as many or as few on your bed as you please. Our collection of bedding ensembles from Peacock Alley, Dwell, Frette and Bonjour of Switzerland offer matching or coordinating shams for pillows of all shapes and sizes, including standard, king, euro, boudoir and neckroll.