Shade

A Shade in mythology is a spirit or a ghost that resides in the underworld, has a tendency to moan about their fate and generally be sorry miserable bastards. They are called shades because they are literally the shadows of their former selves in this existence (hence why they are sometimes referred to as death-shades).

Shades are used in some fantasy and RPG settings as their grimdark fate makes them interesting to the nerdy mind.

Dungeons and Dragons

Shades are a creature in the D&D setting. They are based on their origin myths with a few changes. Here they are linked more closely with shadows and darkness and draw power from them. They are humaniods who have merged with essense the Plane of Shadow in the setting, gaining power and unique skills in the process.

Magic: The Gathering

In Magic Shades are an uncommon creature type. Almost always Black, Shades are often expensive to cast with low stats, but they can pump themselves up to significant power by paying a single point of mana (though often one B) for each +1/+1 they get.