Shunsui Kyōraku (Bleach) using Kageoni to travel through his own shadow.
Asguiaro Ebern (Bleach) being drafted into Wandenreich, can use shadows to move between dimensions.
Wandenreich (Bleach) members can use shadows to link between dimensions.
Shadow Khans (Jackie Chan Adventures) can move through the shadows.
The Void/Dark Sentry (Marvel Comics) moving through shadows to teleport.
Stygian/Pony of Shadows (My Little Pony: Friendship is Magic), in addition to being an umbrakinetic, is also capable of teleporting using darkness.
Gekko Moriah (One Piece) using Kagemusha to switch places with his own animated shadow.
Agatha's Gengar (Pokémon) moving through its shadow to travel.
Giratina (Pokémon) using Shadow Dive to enter its own shadow, and move about undetected.
Makora (Samurai Deeper Kyo) using Shadow Embrace to travel between the dimensional space he created.
Midna (The Legend of Zelda) can hide in the shadows and move about within the Twilight realm.
Zant (The Legend of Zelda) magically teleporting himself and Link to another arena via the power of Twilight.
Reaper (Overwatch) is able to travel and teleport in a black mist with Shadow Step.
Aragami (Aragami) is able to use his Shadow Leap ability to teleport from one shadowy place into another.
Daryl Cavendish (Little Witch Academia) shows the ability to teleport by fusing and moving through the shadows.
Evangeline A.K. McDowell (Negima) teleporting through shadows to attack.
With Shadow Exchange, Sung Jin-Woo (Solo Leveling) can switch positions with anyone of his previously summoned Shadow Soldiers...
...while crossing through shadows.
Raven (Teen Titans)
Umarak (Bionicle) was equipped with the Mask of Shadows, giving him several shadow-based abilities. One of these was to sneak into the shadows, which he used to both travel around Okoto and sneak up on his enemies.