One hundred years ago Wednesday, on Aug. 2, 1923, President Warren G. Harding died inside San Francisco’s Palace Hotel—an opulent place for visiting dignitaries, then as now. Or so the historical record says, anyway. According to the House of Shields, among the oldest and most regal bars in San Francisco and directly across New Montgomery Street from the Palace, Harding snuck out of the hotel via tunnel and died at the bar in the company of his mistress. Officially, House of Shields will neither confirm nor deny the existence of any subterranean passages, but Harding was a well-known philanderer with...