The Shadow Magazine was where The Shadow made is first appearance. 
In all actuality, The Shadow did start via the radio during Detective Story Hour,which was produced by Street and Smith. He was only the announcer, but soon people wanted to know more about this mysterious character. So, Walter B. Gibson, under the pen name of Maxwell Grant,
was asked to write some, and soon became the author of majority of the stories published about The Shadow. The publication ran from 1931, with its first story "The Living Shadow", until 1949, with the final story "The Whispering Eyes". In the mid 1940's, the publication of The Shadow Magazine was greatly affected due to the paper shortage which occured during World War II. The magazine that started selling bi-monthly was then dropped to coming out only once a season. The radio shows kept The Shadow alive for awhile after the ending of the magazine, but soon, that to, would fade away with the invention of television.