Shelve object second tier array subscript key generation doesn't behave the same way dictionary object do.

>>> import shelve
>>> x = shelve.open("tst1.shelve")
>>> x["one"] = {}
>>> x
{'one': {}}
>>> x["one"]["two"] = 2
>>> x
{'one': {}}

Whereas with a dictionary it works:

>>> y = {}
>>> y["one"] = {}
>>> y["one"]["two"] = 2
>>> y
{'one': {'two': 2}}

shelve is behaving as documented.  Because the shelve dictionary entry is mutable (a dictionary), you need to set writeback=True to get the behavior you expect.  http://docs.python.org/library/shelve.html