Which social security bureau does Shanghai Social Security go to?

There is no social security bureau in Shanghai, only the Municipal People's Insurance Bureau and the District People's Insurance Bureau. The social insurance management centers of all districts and counties under the Municipal People's Insurance Bureau are the handling agencies. You have to go to the social insurance center of the original insured place, that is, the social insurance management center of Jing 'an District, No.221Wuning South Road.

Further reading: How to buy insurance, which is good, and teach you how to avoid these "pits" of insurance.