A Brief History of The Shadow

How The Shadow Came into Being:
Before his fame in the pulps and on the radio, The Shadow was actually created as a protector of Wall Street. He made his first appearance in the February 1929 issue of Fame and Fortune. The story was called "The Shadow of Wall Street", and George C. Jenks was the author (though he wrote it under the house name of Frank S. Lawton). Compton Moore was The Shadow's alter ego. Instead of thugs and crime lords, the bad guys were the unethical businessmen of Wall Street. The mocking laugh and The Shadow's legendary stealth were first introduced in this story.
(Thanks to Geoffrey for the heads up!)
Read more about it here:
Casting a Little Light Among the Shadows
Collection Channel article: The Shadow
St. James Encyclopedia of Pop Culture: The Shadow
The Shadowfan

Street and Smith Publications Inc. produced magazines (known today as pulps) that featured popular fictional stories for the masses. To promote one of their publications, Detective Story Magazine, they turned to a new medium: radio. The stories from their magazine were adapted to radio format and was narrated by a character called "The Shadow". The Shadow caught on with listeners, who repeatedly asked Street and Smith where they could find magazines featuring this now popular narrator. In response, Street and Smith hired a young writer named Walter B. Gibson to give the character life. Readers could not get enough of The Shadow's thrilling adventures, and the pulp series lasted for 18 years. Read more about The Shadow's pulp history.
Articles:
The Shadow: Mysterious Being of the Night, The Pulp Years by Todd D. Severin and Keith Holt

Since the pulp success of The Shadow, this radio narrator now had his own show, and acquired "the power to cloud men's minds so they cannot see him". For the next 21 seasons The Shadow, along with his lovely companion Margo Lane, fought against lawbreakers, mad scientists and the supernatural. Many actors would portray him, including the most famous of them all: Orson Welles. Read more about The Shadow's radio history.
Articles:
Voices from the Shadows by Anthony Tollin

Hollywood was the next stop for this crimefighter. Although he never quite conquered the silver screen - most of the movies did modestly at the box office - it is interesting to see how he was interpreted. From cliffhanger serials of the 1940s starring Victor Jory, to the computer-generated special effects of the 1990s with Alec Baldwin, The Shadow's character has shifted between the pulp and radio versions. Read more about The Shadow's movie history.

The comic is seemingly the only medium to outlast the others. The 1940s series ran for 9 years under the Street and Smith name, and there was even a daily comic strip. Archie Comics took over in the 1960s with disastrous results. From the 1970s to 1990s, DC Comics took the character from the 1940s to the near future and back again. With the onset of the 1994 movie, The Shadow made a brief return via Dark Horse Comics. In 2000, ACG comics reprinted the 1940s comic strip. Read more about The Shadow's comic history.
Articles:
The Shadow: Strange Creature in Black, The Comic Book Years by Todd D. Severin