My favorites include:

The aforementioned, late lamented Bookbinder's in Philadelphia;
Acme Oyster House (over Felix's) in New Orleans;
Legal Seafood (over Jasper White's Summer Shack) in Cambridge, MA;
Swan Oyster Depot in San Francisco;
Denis' Seafood House (with Baytown Seafood a close second) in Houston;
Any stall at the Mercado dos Peixes in Maputo, Mozambique (cheaper than Willoughby & Co in Cape Town);
and (believe it or not) Goose Island Shrimp House, Chicago.