__Smurf__ posted...
I would say so, as I recall in every game Shadow has appeared he's both fought against and alongside Sonic at different points.
I honestly can't think of a counterexample. SA2, Heroes, Battle, and Generations are the only games with Shadow I've played though. Also, very nice touch having missing posters with Mighty and Nack in the backgrounds of some levels.
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http://i.imgur.com/6XjQR.gif