Shanghai cultivates an urban image and likes to present a stylish face to the world. However, it also maintains a low profile with easily overlooked hangouts like the one on Yongfu Road. You enter by descending a steep staircase that leads underground, between an Italian restaurant and a cocktail bar. The tunnel was once part of an air raid shelter, but today the basement vault belongs to a club that takes its name from this early function. The Shelter serves reasonably priced drinks in a steamy atmosphere to the rhythm of vibrating music—everything from reggae and D&B to electro and hip-hop.