Can't remember seeing a thread about this one before.
I remember reading about this somewhere too, and from what I could surmise, it was a myth. Seeing as how many of the Russian populace considered the Tsar a sort of demi-god, kissing his shadow was like kissing the aura of a god. So whenever the Tsar would tour a local village or town, many people would not only bow, but also kiss his shadow in hopes of blessings and tidings.