Collets for coupling rotary actuators to valves are disclosed. An example shaft coupling assembly includes an elongated member having a first end and a second end, in which the first end includes a coupling portion having a first opening configured to receive a rectangular shaft. The coupling portion includes at least one flexible member having an arcuate outer surface and a first inner surface adjacent a second inner surface that at least partially define the first opening. At least a portion of the first inner surface is to engage a first side of the rectangular shaft and at least a portion of the second inner surface is to engage a second side of the rectangular shaft. The shaft coupling assembly further includes a sleeve having a second opening to receive the elongated member and a tapered third opening configured to receive the coupling portion.