For the most part, Shadows just wander aimlessly through the area. Some female Shadows sound as though as they are crying and moaning; the male Shadows often mumble. Once the player has been seen or has shined his/her flashlight towards one, the Shadow will cry out "I saw you" or "I see you". Once York holds his breath or moves out of range, they cry out "Where are you?" or "Can't see..." If a Shadow still has a lock on York, they can teleport closer in a blurred motion to catch him off guard, sometimes crying out "I don't want to die" before or during the teleport. If the player has put a lot of rounds into a Shadow, it will cry out "'Make me die". Sometimes they will say things which may suggest the Shadows are not comprehending what they are even doing, such as "Why?", or "What did I do?"
According to their trading card, Shadows are corpses that have been possessed by evil spirits, and it's possible the corpses are the victims of the original Raincoat Killer. During the Raincoat Killer segments, the people under the control of the purple fog can be seen wearing the same clothes as the Shadows.