Police said a woman was shot outside the Elks Club just before 3 a.m. Saturday. Danbury Police said officers were at the Danbury Hospital Emergency room at 2:50 a.m., when a woman arrived who had been shot. Police learned the shooting took place outside the West Street club. The woman said she was in an argument when she left the club, and she heard two to four shots once outside. She said a Hispanic man shot her. She was hit in the thigh. Police said they found two shell casings at the scene. Police said they interviewed people still at the club, and no one said they saw the incident. Police said the woman gave limited information about the incident. The Detective Bureau is investigating, and anyone with information is asked to call 203-797-4662.