I saw this and took a huge interest in it since it seems it's possible to have shadows. As I have not been able to duplicate Privateer's results (yet) I have though come up with another type of shadow - a shadow on the object's side that doesn't have direct sunlight on it and partial shading from obscured light. In the fist screenie below you'll see the left side of the VIIb at sunset. You can tell that everything is lit normally due to the sunlight (though there is some partial shading on the 88mm gun base - mouse arrow):
now when I go to the other side notice how the base of the 88mm gun is black (where the mouse arrow is) and some other items of the 88mm gun - it's shadowed! Nothing else is shadowed because I was only focusing a couple of the items of the 88mm to see if it was feasible or not. Now I will dig deeper into this. For you nay sayers, look at the entire gun. Notice how other parts aren't black and look at the side of the Turm - it's not black.
it's unbelievably simple once you've seen and know how it works. You need a light source at the top of your root tree (DynamicShadow controller) that shines the light (ambient light) to make the shadow. The child nodes of this root node (containing the light source) have to contain an SHD_xxx node AND that SHD_xxxx node has to have a DynamicShadowCast controller attached to it to make shadows. Simple (although it took me 10 hours today to just figure this out!) Unlike some others I believe in sharing information that I find. The more heads looking into this the better IMO (I thought the attitude had changed around here - I see nothing ever changes as always).