At one point during the Shadow's rescue attempt at the Federal Building, Shiwan's men track him by looking for his Shadow and pin him to the wall with crossbows. In return, the Shadow appears, looking like he just came out of the wall, and blows them away.
Shiwan Khan's escape from the restaurant.
At the end, when Lamont finally understands how to master the Phurba and uses it against Khan.
The intro and outro of the radio show, but especially the rarer outro: "The weed of crime...bears...bitter fruit. Crime does not pay. The Shadow knows..."