I know Groundhog Day is months away, but here is a great story for it or even just a shadows theme: Gregory Groundhog Looks for His Shadow. Words and patterns are from Magnet Board Fun by Liz Wilmes, but I would not suggest doing this story on the magnet board. I think it's a lot easier to tell on the flannel board as you can make the pieces reversible instead of having two sets of animals.
It's a simple story. Gregory has lost his shadow and goes into the woods to find it. He sees lots of shadows, but they turn out be for different animals (bear, deer, frog, etc.). This part is fun for the kids because they see the shadowy outline and can try and guess what the animal is.
Spoiler alert! Eventually Gregory finds his shadow and they are reunited. Can you see his shadow?