In a blender, combine the vanilla ice cream and whole milk. Blend until smooth, which should take about 30 seconds.
Crumble the Oreo cookies into the blender with the ice cream mixture. Pulse the blender a few times to mix in the cookies, keeping some chunks for texture.
Pour the milkshake into a glass and enjoy immediately! Consider topping it with whipped cream or extra cookie crumbles for added indulgence.
Notes
You can top the milkshake with whipped cream or extra cookie crumbles for added indulgence.