On Windows, for the current and sub-directories under the current, try this command:
for /R %f in (*.shp) do ogr2ogr -f "MapInfo File" "%~dpnf.tab" "%f"
To briefly explain the trickery of what is going on here,
%~dpnf.tab uses the variable %f, with which it adds the driver letter, path name (i.e., folder or directory), and extracts the file name (without the
.shp file extension). Lastly,
.tab is added immediately after the compound variable modifiers for the new extension.
So if you are in directory
C:\MyData, and you have data in this directory, and sub-directories
C:\MyData\Region1\City1, any Shapefile (with
.shp extension) will be processed, and a similar named file with
.tab will created in the same directory.