I use Spectrum brand organic palm oil shortening for my baking, rather than vegetable shortening. Palm oil can also be sustainably produced.
Added on Edit:
Here's some info from the Spectrum website.
http://www.spectrumorganics.com/index.php?id=269-snip-
Spectrum chose to partner with DAABON for several reasons. We wanted a superior organic palm oil product to produce our Organic Shortening, and, as with all our supplier decisions, we wanted to work with people who were committed to being stewards of their community and the planet.
DAABON's farms are located in the northern Caribbean coast of Colombia on the western slopes of the Santa Marta mountain range. All are certified in accordance with international third party certifying agencies and have obtained social and environmental certification through such organizations as S.A. 8000, Eco-Cert, Proforest and Bio Suisse. It's clear that DAABON is proud of their role in creating a sustainable model for the palm industry. As Granados says, 'The commitment of DAABON to social responsibility has gone from the stage of a challenge to that of a consolidated reality.'
DAABON impacts local communities by allocating a percentage of their export revenues to fund social projects in Santa Marta, and aids in the activities of their workers' welfare association. They are also part of the Productive Alliances, working together with small farmers to create a sustainable model.
One of the reasons DAABON is able to make such a large impact on an entire industry is vertical integration. They are the only company in the world that has vertically integrated their palm oil production from seeder to farming, harvesting, mechanical pressing, physical refinery and finally to end products. By being directly involved in all stages of the process, DAABON is able to ensure not only the quality of their product, but the treatment of their employees and the land.