Actually from going over my collection, shadow 
effects seem to fall into 3 categories: those done 
with black paint, those done with airbrushing, and 
those done directly on the background. However for 
the most part, shadows seem to usually be left 
out. Anyways, here are examples from all three 
classes.

Shadows done through the application of black 
paint (usually shadows in close proximity to the 
character, i.e directly underneathe or to the 
side):



Bastard - Directly to the side



BGC2040 - Directly to the side



Nausicaa - Directly underneath



Outlaw Star - Directly underneath

Shadows done trough the use of airbrushing 
(usually shadows that are seperated from the 
character, which need to be seen through, or which 
need to be variable).



Dragon Ball - Seperated from the character, 
alternate shadow color



El Hazard - Need to be seen through



Voltron (Go Go Lion) - Variable shadow

Shadow done directly on the background (only the 
case for things which don't move, like funiture)



Dirty Pair Flash - Non-moving bench



Jubei-Chan - Non-moving Table

Hope that answers your question.

Catch you later,
Marcus (aka Shadowlight)