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..."
Despite the incredibly racist cricumstances in which it happens in The Island of Fear, Margot is clearly having a lot of fun in the climax when she impersonates a Hollywood Voodoo sorceress and orders the worshippers that were going to sacrifice her to go home and convert to Christianity.
Margot: "No, there must be no more human sacrifice...the old gods are sick of blood. They command you to go back to your homes, back to the churches of the One God...hear me! No harm must come to the victims, or to the boy! This grotto will be filled with fire! The rocks will melt! The earth will tremble! Get out! Get out of the grotto! Voodoo is DEAD!"
Film:
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.
The end of the scene in the Chinese restaurant, where Cranston and Khan shoot at each other and the bullets collide in midair. What really sells it is their reaction to the entire thing: both are clearly awestruck that something like that could happen.
The scene where Lamont penetrates the illusion that Shiwan Khan created to hide the Hotel Monolith. First there's just a vacant lot, and then this huge (and quite beautiful) building just sort of shimmers into view, bit by bit.
At the end, when Lamont finally understands how to master the phurba and uses it against Khan.
The scene in the Hall of Mirrors where Lamont realizes the best way to find the real Khan: he turns his psychic powers up to the maximum and telekinetically shatters every mirror in the room. Then he levitates a long sliver of shattered glass and sends it flying right into Khan's skull.
The reveal that this actually didn't kill Khan. Instead, he was taken to hospital and his life was saved by surgery which had to excise a small part of brain, completely useless to most people... "Unless you believe in telepathy." And as Khan screams for release from his cell in the asylum, ranting about how he is Shiwan Khan, last descendant of Genghis Khan ("I am Napoleon!") the doctor writing his report reveals a familiar-looking ring on his hand; he's the doctor Cranston referred to when he first met Khan.
The scene on the bridge is a very fitting introduction for the master of darkness. The Shadow saves a man's life and brings an arrogant mobster down a few pegs until he's begging for his life. And when the Shadow shows himself, cue epic theme music and some terrified looks from the mobster's henchmen before they run off. And all he does to make them run off is stare at them.
Pulps:
In The Salamanders, The Shadow singlehandedly takes down a small army of thugs running a locomotive laden with dynamite, riding the train almost right into a burning train depot. He escapes just before the dynamite explodes, destroying the depot spectacularly and also creating a firebreak that keeps the inferno from reaching a number of apartment blocks. This was his plan.
The eponymous character in The Cobra makes an actual hostile cobra slink away from him in retreat by giving it a menacing stare and hissing back at it
As the mysterious Slade Farrow progresses with his plans throughout The Green Box, no one but the Shadow has any idea that he is behind a series of bold and complicated robberies targeting shady local industrialists (with one of Farrow's accomplices being a Stealth Expert who once shadowed the Shadow without being detected). That is impressive in itself, but in the second half of the book, it becomes clear that even the Shadow, who is constantly characterized as The Omniscient, has absolutely no idea what Farrow’s ultimate game or moral alignment is even after spying on the guy for so long. In the climax, when he makes a dramatic entrance and orders the authorities to let Farrow speak, there are elements of curiosity and respect to that order (which no one even thinks of refusing after that entrance).
In The Voodoo Master, The Shadow learns about a red-walled room related to Dr. Mocquibo and his plot and makes a red copy of his costume to blend in with the walls to disappear and then reappear, guns blazing.
In Charg, Monster, Charg's preferred method to execute those who get in his way is a voice-activated Jack-in-the-box-style robot that pops out of hiding and bludgeons its targets to death, and he unleashes one unto the Shadow. The Shadow gets beat up something fierce, but he still manages to wrestle the robot to a standstill long enough for its spring-fueled "attack mode" to run out and switch back to its "hiding" mode. When one of Charg's minions arrives to clean up, the Shadow (while still reeling from the pummeling) intimidates him into supplying Charg's whereabouts.
