Change the WordPress site URL with SQL

-- Take a mysqldump first; none of this is reversible.
UPDATE wp_options
   SET option_value = 'http://shop.example.com'
 WHERE option_name IN ('siteurl', 'home');

UPDATE wp_posts SET guid = REPLACE(guid, 'http://old.example.com', 'http://shop.example.com');
UPDATE wp_posts SET post_content = REPLACE(post_content, 'http://old.example.com', 'http://shop.example.com');

-- wp_postmeta is left alone on purpose: replacing inside a serialised value
-- breaks its length prefix and the row stops unserialising.