I remember seeing a story once where a little girl went on all sorts of adventures with her shadow. Her shadow had its own personality and would often make her do things that would get them into trouble.
This one time, her shadow got them both into a real mess. They had to run really fast and jump over a fence to get away. The shadow got hurt and the little girl was worried. She picked up her shadow, gently peeling it away from the ground. It was thin and sheer like black pantyhose and, without the ground to hold it up, hung lifeless in her hands.