Visa on Arrival Shenzhen with US passport

Yes, you are allowed to apply and obtain a 5 day Shenzhen VOA. You can use two practical places. One is Shekou port and you can reach it directly from Hong Kong airport by ferry. Anyway, you should take care about the opening hours of the office for Shenzhen visa processing: 9:00 - 13:00 & 14:30 - 17:00. If you cannot take this ferry because of your plane too late or too early plane arrival, you are advised to cross the border using this option:

- Take A43 bus direction Luen Wo Hui B/T and exit at Sheung Shui station where you will take a train to Lo Wu. This is the border crossing. After you have crossed Lo Wu, you will reach Luohu border crossing and here you will apply for a Shenzhen VOA. It is 956 CNY for US citizens and if you have, you should bring a passport size photo.

Again, you should know that this is a 5 day visa only. If you need to stay longer, you will have to exit to Hong Kong and after you have entered Hong Kong, you can return back to Shenzhen using another application and a new visa.