Enlarger color corrections are generally global but with some imagination you can say burn the shadows with a different filter set.
When shooting you can also use colored strobe light or reflected light. This is used regularly by many people regardless of media because it is easier than fixing it in PS or the enlarger.
With that said it is also important to note that shadows are normally blue, that people under tungsten light really do look more yellow, blah, blah, blah...
Color correction is a purely artistic manipulation/decision.