Take 4 Oreo cookies and crush them into small pieces. Set aside.
In a blender, add 2 cups (500 ml) of cold milk, 4 scoops of vanilla ice cream, and the crushed Oreo cookies.
Blend the mixture until smooth and thick. If you prefer a thicker consistency, add more ice cream and blend again.
Pour the Oreo thick shake into two tall glasses.
Garnish with whipped cream and a few Oreo cookie crumbs on top, if desired. Serve immediately.