There is now a Vietnam consulate office in Shanghai who can process your visa in Shanghai rather than having to send it to either CAN or BJS.
The process may take around 4 working days and cost 380 RMB (55.53928 U.S. dollars) for normal processing and 600 RMB (87.6936 U.S. dollars) for same day processing. All you need is your passport and one passport size photo.

Vietnam consulate in Shanghai
900 Pudong Da Dao, 3rd Floor Pudong
Tel: 6855 5871
Direction:
Address: 3F, Huachen Financial Mansion, 900 Pudong Ave, P.C: 200135. (This is on the corner of Pudong Ave and Yuanshen rd. The closest Metro station is Yuanshen Stadium Station on line 6. As this is not a popular line, you may find it easier to take the metro to Century Ave which is also close and an interchange station. If you do go to Yuanshen, the walk is not bad as the street is lined with trees that provide shade.) The tip is from Joe Kiwi.