Added a constructor that lets you fill your shufflebag during creation like so: ShuffleBag<int> intBag = new ShuffleBag<int>(new int[] {1, 2, 3, 4, 5});

ShuffleBag.cs

//https://gist.github.com/col000r/6658520
//but all the hard work done by mstevenson: https://gist.github.com/mstevenson/4050130

using UnityEngine;
using System.Collections;
using System.Collections.Generic;

public class ShuffleBag<T> : ICollection<T>, IList<T> {
    private List<T> data = new List<T> ();
    private int cursor = 0;
    private T last;

    /// <summary>
    /// Get the next value from the ShuffleBag
    /// </summary>
    public T Next() {
        if( cursor < 1 ) {
            cursor = data.Count - 1;
            if( data.Count < 1 )
                return default( T );
            return data[0];
        }
        int grab = Mathf.FloorToInt (Random.value * (cursor + 1));
        T temp = data[grab];
        data[grab] = this.data[this.cursor];
        data[cursor] = temp;
        cursor--;
        return temp;
    }

    //This Constructor will let you do this: ShuffleBag<int> intBag = new ShuffleBag<int>(new int[] {1, 2, 3, 4, 5});
    public ShuffleBag( T[] initalValues ) {
        for( int i = 0; i < initalValues.Length; i++ ) {
            Add( initalValues[i] );
        }
    }
    public ShuffleBag() { } //Constructor with no values

    #region IList[T] implementation
    public int IndexOf( T item ) {
        return data.IndexOf( item );
    }

    public void Insert( int index, T item ) {
        cursor = data.Count;
        data.Insert( index, item );
    }

    public void RemoveAt( int index ) {
        cursor = data.Count - 2;
        data.RemoveAt( index );
    }

    public T this[int index] {
        get {
            return data[index];
        }
        set {
            data[index] = value;
        }
    }
    #endregion



    #region IEnumerable[T] implementation
    IEnumerator<T> IEnumerable<T>.GetEnumerator() {
        return data.GetEnumerator();
    }
    #endregion

    #region ICollection[T] implementation
    public void Add( T item ) {
        //Debug.Log (item);
        data.Add( item );
        cursor = data.Count - 1;
    }

    public int Count {
        get {
            return data.Count;
        }
    }

    public void Clear() {
        data.Clear();
    }

    public bool Contains( T item ) {
        return data.Contains( item );
    }

    public void CopyTo( T[] array, int arrayIndex ) {
        foreach( T item in data ) {
            array.SetValue( item, arrayIndex );
            arrayIndex = arrayIndex + 1;
        }
    }

    public bool Remove( T item ) {
        cursor = data.Count - 2;
        return data.Remove( item );
    }

    public bool IsReadOnly {
        get {
            return false;
        }
    }
    #endregion

    #region IEnumerable implementation
    IEnumerator IEnumerable.GetEnumerator() {
        return data.GetEnumerator();
    }
    #endregion

}