In the episode The Plot Murder, I find it very strange that an Army lieutenant being court martialed is kept in the city jail rather than in a military prison.
I'd like to recommend picking up the 10-episode The Lost Shows set. Its pretty interesting because one of the tapes has 2 shows from the Australian version of the show, and in one of those two episodes The Shadow battles an alien. As far as I know of, its the only time he had to deal with a supernatural threat that was real!
Incidentally, it and one of the other shows were written by Alfred Bester.