This may get me shot in these parts, but I have never seen a single Puppet Master film despite owning them all.
That's not the real Shadow! It's something that looks like Shadow, but isn't!
Actually, I'd suggest giving the first three "Puppet Master" movies a try - at the very least. The second tends to be my favorite, while the third is not my cup of tea, but it is in those three that people usually find their favorite (in the series).