Throughout the stories in Three By Moonlight: A collection of werewolf tales, available on Amazon.com, Barnes & Noble, and at most retailers nationwide, there are references and explicit statements about The Shadow. I've described it in an earlier posting, but having gone much further into the cosmology of it.
The Shadow is a region of the spirit world, though it is the one most easily accessed from the mortal world. It is coexistent with the mortal world, but there are other "planes," if you will, which are somewhat coexistent, or at least have specific areas tied to the mortal world, possibly acting as either anchors or doorways. These planes often link to parts of the Shadow as well.
Note, though, that these planes aren't just like floating islands adrift on the an ocean that is the spirit world. Although that analogy is somewhat useful, it doesn't describe the otherness, the nature of alternate realities, that are part of it, so fails to grasp their size and scope. Some planes are fairly limited in geography, and especially when they are realms ruled by a single powerful being or group of beings, like the realms of some deities or pantheons. Others are massive, such as Faerie, and seem almost infinite in their size, though, in fact, Faerie is only slightly larger than the combination of the US and Canada. The Shadow, on the other hand, may make up most of the spirit world.
The geography of the Shadow, however, is odd in more ways than just described earlier. Its characteristics, layout, and even physical laws change the further from mortal reality you go. The area generally referred to as the Shadow is, in fact, the Near Shadow. The next region is called the Deep Shadow. This area is far more nebulous and malleable, and is where more powerful demons and creatures of dark power choose to make their lairs. Beyond that is the Dark, sometimes called the Deep Dark or the Nether. This is a place of no light, where terrors live out immortal lives. It is said that there are places in the Deep Dark which connect to the Pit, what we might identify as Hell or the Abyss.
Another area of the spirit world is the Pale. This is, quite literally, the Border. While mortals conceptualize the Border as barrier to pass through, like a thin veneer that can be peeled away, it is actually a whole plane of existence, or, more accurately, a plane of being. The Pale is maybe close to the Christian concept of Limbo, or in D&D terms the Ethereal Plane. It is the place where ghosts exist, though as they are tied to places and events in other worlds often exist on both planes at once. In the Pale they aren't incorporeal, but rather their spiritual energy composes a type of conceptually solid form. For all intents and purposes, they have a real body in the Pale.
There is, however, another area of the Shadow that is critically important to understand, and that is the Lands Beyond, a seemingly infinite space beyond the borders of our universe, a place of chaos, utter entropy, and nothingness. It is the Void. Yet there are creatures from this place, mostly dangerous and or powerful monstrosities and aberrations, alien intelligences completely devoid of what we might consider reason, or driven by nothing more than their desire to destroy.
One of the forces at work in reality is a kind of natural balance. For whatever reason, there are creatures of exceptional power who cannot reach our world in their true form. That doesn't mean they can't communicate or affect the mortal world, but they couldn't appear in their full strength. The Fallen, the angels who rebelled against heaven, are some of these. Their twisted natures prevent them from reaching beyond the Pit. It is, quite literally, a force like gravity. The Void, though, is like the Pit, in that it is a repository for things that want to destroy our reality. Unlike the Fallen, however, these creatures can cross into the mortal world from time to time, under particular circumstances, or with help. Also unlike the Fallen, they don't seek to re-order reality, they look for it's utter destruction. When they are set loose in the world, terrible things happen.
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