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THIS RESTAURANT IS CLOSED Shrimp Shack Restaurant Review: If you like wharfside dining, Shrimp Shack is as vivid as it gets. The kitchen overlooks busy working docks where every Key West pink shrimp in the lower Keys is unloaded. The ungainly yet graceful vessels pull in, dock, and open their holds to release the literally tons of pale pink treasures within. You can watch as they are graded then packed in ice to be shipped all over the world. Or, they can head straight to your plate. Feast on the “pink gold” steamed, fried, inside a sandwich or on a salad. Ditto the freshest fish catches of the day (what’s on the menu is what’s come off the boats that day). A visit here is a travel story all in itself.