From Shank Hall FAQ:
The name Shank Hall comes from the musicians' cult film This Is Spinal Tap. In the film, Spinal Tap played in Milwaukee at a then fictitious club named Shank Hall. The club's owner, Peter Jest, booked the Tap at the UWM Ballroom July 11, 1984. He then promised the band if he ever opened a club in Milwaukee it would be named Shank Hall. Guess what? He did. In 1989. You can read more about the legend of Shank Hall in the Spinal Tap Shrine during your next visit to the club.