The Zeniarai Benzaiten Ugafuku Shrine (銭洗弁財天宇賀福神社), most popularly called Zeniarai Benzaiten, is a Buddhist and Shinto shrine in Kamakura.
In real life
The shrine is dedicated to Benzaiten, the goddess of "everything that flows" (water, time, words, speech, eloquence, music, knowledge) and the Shinto kami Ugafukujin. The shrine is just one of several shrines to the goddess in Kamakura and Enoshima, and despite its small size, it is the second most popular tourist attraction to visit in the city. The waters of the spring within its cave are said to possess the power to multiply whatever amount of currency is washed in it.
The shrine was founded after Minamoto no Yoritomo, the first of the Kamakura shoguns, dreamed of the god Ugafukujin, a snake god of the water, on the day of the Snake in the month of the Snake (due to the Japanese using a lunar calendar in this time period, this day doesn't correspond to a specific date on the Gregorian calendar). In his dream, the snake god told him of a spring where he was to go and worship both Shinto gods and Buddhist hotoke (buddhas), and that peace would come to the country if he did so.
Washing money at the spring became a tradition in 1257 when the current ruler of Kamakura, Hojo Tokiyori, recommended the faithful wash their coins. According to him, Ugafukujin would reward them for doing so by multiplying their money and giving prosperity to their descendents. Because he washed his own coins himself, people imitated him and the tradition took hold, making the shrine popular to this very day.
Over time, Ugafukujin became merged with Benzaiten (herself the Buddhist version of the Hindu goddess Saraswati) and thus the shrine was dedicated to the goddess as well.
In the series
The shrine makes its appearance in the OVA episode of the anime. After speaking with Bando tells Nana to bring Lucy to him on the beach for another fight, Nana is leading Nyu along a path that appears to lead to the shrine when she has second thoughts about the entire plan. To Nana's surprise, Nyu, who she first thinks has caught on to the plan, offers her one of the cookies she saved from lunch earlier, and thinking, it's a trick, Nana backs up and slips on the wet stone walkway. Nyu runs to her out of concern and slips as well, hitting her head.
As the rain starts up again, Nana takes Nyu to the nearby shrine for shelter. While she debates whether or not she should kill Lucy while she's vulnerable, Lucy dreams of the past. Specifically, she dreams of when she and Aiko Takada took shelter in a department store, which would host Aiko's mother's art exhibit the next day, after Aiko accidentally killed her father. To calm Aiko, Lucy makes the stuffed animals in the room float around in the air and tells her awed friend she's a "magician." She then reveals her horns to Aiko, who says she doesn't care who she is because she likes her.
The girls are soon found out by Kurama and Kakuzawa, leading to a standoff between their soldiers and the girls. Kurama orders a gunman to shoot Lucy from the side, where her attention is lacking, but Aiko spots him and takes the shot for her, saving Lucy's life. As Aiko lies dying, Lucy pleads with Kurama to save her, which he agrees to do if Lucy will come with them instead of resist capture. She agrees, and Aiko is taken to the hospital while Lucy is taken away to the research facility. Later, Lucy, held within her containment unit, is informed by Kurama that Aiko has died. Lucy swears vengeance on him, promising she'll make him suffer the way he's made her suffer.