The electronic spin-orbit contribution to nuclear magnetic shielding tensors, which causes the heavy-atom chemical shift of the shielding of light nuclei in the vicinity of heavy elements, is calculated as a sum of analytical quadratic response functions. We include both the one- and two-electron parts of the spin-orbit Hamiltonian and consider the interaction with both the Fermi contact and the spin-dipolar mechanisms. Ab initio calculations at the SCF and MCSCF levels are presented for the H-1 and C-13 Shielding tensors in the hydrogen and methyl halides. The applicability of different approximations to the full spin-orbit correction is discussed, and the calculated results are compared with experimental data, where available.