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Mufasa: Look Simba. Everything the light touches is our kingdom.
Simba: Wow. [...] But what about that shadowy place?
Mufasa: That's beyond our borders. You must never go there.

The Shadowland is an archetypal setting. That is, it is a setting that meets the needs of the Shadow Archetype out of Jungian philosophy. Fancy way of saying that this setting has the specific purpose in the story of providing a darker view of another setting in the story. Mordor serves as a shadowland of the Shire in Tolkien's Legendarium, for example. Another example would be the grimy underground dwellings of the Morlocks, provided as a shadow of the agrarian paradise enjoyed by the Eloi in The Time Machine.

Its exact composition depends on what it is the shadow of. It might be densely wooded, to contrast a prairie, if life in the woods is dark and dangerous and life on the prairie is free and breezy. It could be a bleak dystopian cityscape versus a vibrant agrarian hamlet, or a dark and haunted wilderness versus a shining crystal city or the vicious royal court versus the peaceful countryside... you get the picture.

May be the "before" setting of the realm during the Rightful King Returns, if the Fisher King trope is deployed.

Compare Foil, which works with characters.

Not to be confused with Shadowlands (the biographical movie about C. S. Lewis) or Shadowland (the Marvel crossover comic). Also not to be confused with the Shadowlands of Exalted, Legend of the Five Rings or World of Warcraft, though they often play this role.