In this article, we provide a review of the current state of the research of the black hole shadow, focusing on analytical (as opposed to numerical and observational) studies. We start with particular attention to the definition of the shadow and its relation to the often used concepts of escape cone, critical impact parameter and particle cross-section. For methodological purposes, we present the derivation of the angular size of the shadow for an arbitrary spherically symmetric and static space-time, which allows one to calculate the shadow for an observer at arbitrary distance from the center. Then we discuss the calculation of the shadow of a Kerr black hole, for an observer anywhere outside of the black hole. For observers at large distances we present and compare two methods used in the literature. Special attention is given to calculating the shadow in space-times which are not asymptotically flat. Shadows of wormholes and other black-hole impostors are reviewed. Then we discuss the calculation of the black hole shadow in an expanding universe as seen by a comoving observer. The influence of a plasma on the shadow of a black hole is also considered.
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