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Turbine has released a new Creatures of Middle-Earth feature on the official website for their upcoming MMORPG, Lord of the Rings Online: Shadows of Angmar. This one gives detailed information on The Shade:
Throughout the dark places of Middle-earth, there can be found terrifying, bodiless spirits bound to the physical world. These ghostly spirits are the shades of Men of times past. Like the oath-breakers roused by Aragorn on the Paths of the Dead, they are bound to Middle-earth by an ancient curse, doomed to remain on the fringes of the living world until their curse is lifted.
Shades are ethereal, capable of delivering a deadly, chilling attack on their enemies and instilling fear by their very presence. Defeating a shade in LOTRO can prove to be a challenge for adventurers, but there are many less conventional ways to conquer these denizens of the spirit world, should the need arise. Traditional combat is not always what is needed; some shades are simply looking for release, or redemption, or even revenge, in order to free themselves from their lifetime of torment, tasks which may fall to the brave adventurer willing to attempt the quest on the shade's behalf.
See concept art for The Shade, here.