While sourcebooks abound for various fantasy and sci-fi locations, sometimes it's hard to find ones based on real-world locations. This can also hold true for various real-world times. Sure, all of us like to escape to other planets and planes of existence, but there's a lot of really interesting places that have (and still do) exist in our own world, and bringing them into your gaming sessions can really change things up. Such an example would be the new Old Shanghai Sourcebook put out by Harrido Publishing.
The book includes an introduction to early-20th century Chinese and specifically Shanghai history. There's maps and descriptions of the eight main districts within the city (including various points of interest). Added to that, the city has quite a colorful population, from gang members to corrupt officials to Russian immigrants to Japanese tourists. Get overviews of the various organizations, plus specifics about particular people of interest. Plus more to keep your players well-informed and your GM brimming with ideas.
The book isn't for any particular game system, so you're free to adapt it to whatever you might be playing, including as a sci-fi or fantasy location if you so chose.