Unfortunately, general animal shelters & rescues aren't typically a good idea for a hedgehog - they don't usually have a clue how to take care of exotics, and they often don't have the room or resources needed to house them properly.
To the OP, I messaged someone who lives in your area to see if she knows anyone who might be up for a hedgehog. Other than that, I would suggest looking up the Hedgehog Welfare Society & see if they have any rescues that could take him.
~*~*~ Kelsey ~*~*~
RIP my sweet Lily ~ 6/12/08 - 1/20/12