Animal Shelters and Humane Societies
The first thing you should know is that there is no national organization of animal shelters. The Humane Society of the United States is a stand-alone nonprofit organization not affiliated in any way with humane societies around the country. The specific groups known as SPCAs (Society for the Prevention of Cruelty to Animals) are individual organizations, each serving their own locales.
There are two distinct kinds of shelters. Municipal shelters, or what used to be called the pound, serve as law enforcement for animal issues and jails for strays or dogs that have committed canine crimes, such as biting someone. Privately funded animal shelters, often proclaiming themselves as no-kill facilities, can choose the animals they take and hold them as long as necessary.
As with rescue dogs, you are unlikely to know any history of shelter dogs. Expertise among shelter staff can vary even more widely than in rescue groups; some shelters will be little more than warehouses for unfortunate canines, while others will conduct health checks, provide training, and be quite strict about who can adopt their dogs.
The odds of finding a Yorkshire terrier in a shelter are not particularly good. Stray Yorkies often meet their deaths before finding their way to a shelter, and the few who do arrive in shelters are invariably adopted quickly. While shelters may be a good heart-warming choice for finding larger-breed dogs or lovable mutts, they aren't very helpful in your quest for a purebred Yorkie.
The most obvious plus side to adopting a Yorkie from one of these sources is that you will likely be saving the dog's life. Dogs left in shelters for too long are often euthanized, and in a place with so many dogs from so many different places, canine diseases are bound to spread. In general, Yorkshire terriers do not do well in boarding kennels, and they do even less well in chaotic shelters. If you adopt a Yorkie from a shelter, you will be performing an enormous act of kindness. In fact, many dogs will even exhibit a level of gratefulness to an adoptive owner — as though they recognize the tremendous luck they've had. Adopted adult dogs are often the most loyal and devoted of all pets.
Another small benefit to adopting a dog as opposed to buying one from a breeder is that a dog from a shelter will not cost as much as a purebred puppy. If you're not looking to show your Yorkie, and you're interested in giving a rescue adult a much deserved home, a dog from a shelter will give you just as much (if not more) love and loyalty for a much more reasonable price.