There are many theories behind Five Nights At Freddy's. But the Shadow Animatronics have no place insie them. The answer is actually behind them.
The first Shadow character, Shadow Freddy, was found by an unknown gamer, who screenshotted it whie playing on his desktop. He can be found in the parts/service camera, but only when all the other animatronics have left.
This animatronic can be found in your very own office, for any unknown reason. Again, it was found by an unknown player, but has been seen multiple times in multiple places.
The story behind these animatronics (and others) is as follows;
Golden Freddy was the original animatronic at Freddbear's Diner. He was the only animatronic that was never haunted. However, Marionette was killed outside Freddbear's diner, and became the animatronic that would rule them all.
Later on, at the next location (known as Fazbear Entertainment, presumably) 4 children were killed and stuffed into 4 suits, Freddy, Bonnie, Chica and Foxy. Foxy was the only witness of the 4 kids being killed. A fifth child as murdered by the Purple Man, but survived, and was stuffed by Marionette into the animatronic suit of Golden Freddy. And the reason why he is still alive to this day? He was in the kitchen. With marionette. The only two characters that you can't find on the cameras. But what about th shadows? They are the souls of the dead animatronics. Bonnie is always watching you. Shadow Foxy is swift and never seen. Shadow Chica? Out of sight, trying not to be seen, suposably. But who is shadow Freddy? It's actually SHADOW GOLDEN FREDDY. He's disposed of. Unwanted. His 'soul' is lying there, as he is not need anymore. But isn't he still alive? Yes, but his soul is restless. It wants revenge. On the purple man. Lastly, what about normal Shadow Freddy? Well, he's the smartest of them all, and, like Chica, stays out of sight. Chica always follows Freddy. In every game.
More and more theories are emerging. But that is the story so far.
SHADOW FREDDY AND SHADOW BONNIE ARE THE SOULS OF THE DEAD FROM SPRING FREDDY AND SPRING BONNIE!