Lobster,crab,shrimp. http://www.ncbi.nlm.nih.gov/m/pubmed/7132729/. "our data indicated that large quantities of lobster, crab, and shrimp were only mildly hypercholesterolemic in normals, but less so than other cholesterol-containing foods. Clams, oysters, and scallops were not hypercholesterolemic in normal subjects but were in a hypercholesterolemic patient.".
Most shellfish. Shellfish in general have faily high levels of cholesterol. However they tend to be low in saturated fats and trans fats while high in healthy omega-3 fatty acids. When eaten in moderation the health benefits of shellfish probably outweigh the risks.