I am unsure of the method of construction used in your apartment building, so I will describe typical construction. The plaster coating, generally between 1/2 inch and 3/4 inch thick, constitutes a "firewall." The plaster itself does not burn, and it also protects the wooden structure behind the plaster from heat. Usually the plaster is applied over horizontal strips of wood, called lath. The lath strips are nailed up, with about 1/4 inch separation, and some of the plaster is forced between adjacent pieces of lath, and allowed to harden. When the plaster has cured, it is now very well attached to the lath, and cannot be easily separated. This method of construction is called "lath and plaster." The lath is nailed to vertical wooden supports, typically 16 inches apart, called studs. When shelving is mounted on a wall, a "stud-finder" is used to locate the studs. Hardware stores sell these devices.
I can't be certain that your building is constructed as described above. You might have to spend some time tracking down a maintenance person, who knows how the walls are constructed, and ask some questions. If the walls are filled with concrete, you might be able to use concrete anchors to mount your shelving.

Agreeing totally with ericwi. You are likely hitting the dead space behind the plaster and lathe. IOW, air. As he said, typical plaster of that era is lain over lath, and the lath is mounted to studs, just like drywall is mounted to the studs. It's just harder to find the studs under plaster, because you can't do it easily by "knocking" and listening to the dull sound. A house of that era does typically have the studs on 16" centers, because that is before they started cheapening up to 24". Things of light weight, like pictures can be mounted directly into the plaster using anchors..but shelving really shouldn't be, as it is likely to eventually fail. Most of the time, electrical boxes will be found mounted to the side of a stud.....so you may want to look directly to the left of right of one to eyeball where one actually is and then go about sixteen inches horizontally to give it a trial run at finding another. If you do, then the job would be easier than just drilling or nailing at random. Get a stud finder. They're dirt cheap.

It sounds like you drilled right into a stud. Thread a screw into the hole, put a block of wood under the hole to protect the plaster and try to pull out the screw with a hammer. If it can take your weight it can take the weight of a shelf.

Is it possible you have a wall with plaster applied directly over brick? That would explain not hitting "air". If went into a stud, you should see wood shavings coming out of the hole when drilling.

Have you found the studs, using a stud finder? If your building has them, that's what you want--the studs.

also, to throw another idea into the mix, my 1921 apartment building (a co-op, which means I own my apt, which means i don't need my landlord's permission to put holes in the wall) does not have studs OR wood lathe.

It's plaster (about 3/4" to 1" thick) over metal, over brick. No brick on the INSIDE walls; I think those are either true plasterboard or plaster brick, and they hold themselves up; again, no studs. Don't ask me why, or how it all hands together, but it's been standing quite sturdily since 1921 and there are NO studs. Framing around doors, but no studs.

To install Elfa-type shelving, we used a hammer drill to drill into the brick (about 3 inches below the surface of the plaster) and Tapcon screws (intended for installation in concrete) to fasten things to the brick itself.

(I thought I had found a stud, drilled into it, and discovered it was the BX cable for the electrical wires--fortunately, I was acting sort of gingerly and didn't pierce the BX)

I *did* however hit a gap and the brick (which I couldn't drill through w/ my wood bit).

what helped us a lot was that someone else in our building had renovated, and had pictures of the "inside" of the walls (there isn't an inside, really). And, that my "uncle" had run into this construction before as well; fortunately I called him for advice, or happened to speak to him on the phone as we were trying to figure out where the heck the studs were.

Ask around the building and see what other people have done, and what they know about its consstruction. (if you're renting, you could ask your landlord,) Also call anyone you know who has done DIY in a SIMILAR AGE of building.

I will say that our kitchen cabinets are mounted in the plaster-brick or plasterboard walls w/ anchors, and they're very very sturdy.

Studs and wood lathe are only for inside walls. Outside walls and between units will be plaster over brick (with or without metal mesh). The brick between units is from the fire codes of the time in most major cities, so you may live where that wasn't a requirement.

Make sure you aren't drilling into the mortar between bricks, it will be just as soft as plaster and won't look terribly different from the horse hair plaster dust, it will just feel sandy. Don't want to drill into next door!