There are no animal shelters that cater to specific breeds. There are, however, many organizations that promote and assist with the rescue or adoption of purebred dogs, including Golden Retrievers.
The American Kennel Club, for example, hosts the AKC Rescue Network, which connects prospective dog owners who desire a specific breed with a dog in need of a "Forever Home." This is the largest network of dog rescue groups in the country. They provide lists of dogs available for adoption, accompanied by photos and histories. These dogs are usually housed in temporary foster homes while they await adoption. Be prepared to fill out an extensive application and submit to a home visit in order to be approved for the adoption. The adoption fee will vary from case to case.