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.
Magic: The Gathering
In Magic: The Gathering 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.
Dungeons & Dragons
Shades are a creature in the Dungeons & Dragons 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 humanoids who have merged with essence of the Plane of Shadow in the setting, gaining power and unique skills in the process.
|Dungeons & Dragons 4th Edition Races|
|Player's Handbook 1:|| Dragonborn - Dwarf - Eladrin - Elf |
Half-Elf - Halfling - Human - Tiefling
|Player's Handbook 2:||Deva - Gnome - Goliath - Half-Orc - Shifter|
|Player's Handbook 3:||Githzerai - Minotaur - Shardmind - Wilden|
|Monster Manual 1:|| Bugbear - Doppelganger - Githyanki |
Goblin - Hobgoblin - Kobold - Orc
|Monster Manual 2:||Bullywug - Duergar - Kenku|
|Dragon Magazine:||Gnoll - Shadar-kai|
|Heroes of Shadow:||Revenant - Shade - Vryloka|
|Heroes of the Feywild||Hamadryad - Pixie - Satyr|
|Eberron's Player's Guide:||Changeling - Kalashtar - Warforged|
|The Manual of the Planes:||Bladeling|
|Dark Sun Campaign Setting:||Mul - Thri-kreen|
|Forgotten Realms Player's Guide:||Drow - Genasi|