If you are a Shadow fan, or even have a slight interest in pulp at all, you should check out The Shadow Knows, a ten-chapter, two-hour fan-produced documentary, detailing the history of the Master of Darkness.
At the site linked above (“Dial B for Burbank”), you can view each of the ten chapters in Quicktime format, or download the entire documentary as a single file — which I did yesterday, burned to DVD and watched last night. The documentary is excellent — in this case, “fan-produced” really only means “didn’t get licensing approval” — it’s very professionally done.