You don’t need to be in a bar or club to approach someone you fancy. You could be in the supermarket, on the train, in the park or simply walking down the street. Try to think of an excuse to approach them, such as asking for the time, directions, or even wine or food advice if you are in the supermarket. You might be surprised with the response you get. Making the first move and approaching someone like this can be daunting, so for more tips and advice read the following articles.   

http://www.getromantic.com/singles/advice/9_steps_to_approaching_someone.html
http://hubpages.com/hub/How_to_Approach_Someone_You_Are_Attracted_To
http://lifestyle.iloveindia.com/lounge/how-to-approach-a-guy-2499.html