Being a fan of the Shadow is made kid of interesting by the fact that the Shadow was once hugely popular in almost every media that existed at the time, but failed to make the jump to television and virtually disapeared.
One way this impacts the Shadow is that as a character he remained trapped in the 30's and 40's. However "trapped" has negative nuances which are not fitting here, the Shadow was rescued from being dragged from age to age as other characters have been. BatMan (modeled after the Shadow) likewise created in the 30's and 40's was dragged through the 50's, 60's, 70's, 80's 90's and into the 21st Century, with all of his stories happening "now" whenever "now" happens to be. The Shadow however (with few, failed, exceptions) remains where he belongs, in the 1930's and 40's.
Another unique thing about Shadow fandom is that we are part of a small subculture, many today have never even heard of the Shadow, or may know it largely through the '94 movie. We have all the advantages of a small subculture, and yet all of the advantages of a major fan base, because the Shadow was once HUGE. Once upon a time EVERYONE knew who the Shadow was... so we have hundreds of novels, radio shows, dozens of comic books, etc. It took years of a huge fan base to generate over 200 Star Trek novels, yet here we are with a subculture that has nearly 300 novels available (just over 300 if we count Lynds and the novelizaion of the movie).