ZDoom

Spawn:
   ITEM A 0
   ITEM A -1 A_SpawnItemEx("shadow", blah blah parameters)
   Stop

For the static objects like the lamps and pots, you can work around that by having the shadow/illumination as a separate actor, with its own render style, spawned by the lamp/pot/whatever.
[code]Spawn:
ITEM A 0
ITEM A -1 A_SpawnItemEx("shadow", blah blah parameters)
Stop[/code]
For moving actors like monsters, it's probably not worth the hassle.

Software does not support this feature and probably never will.
In GL it should work but your screenshot looks like some stuff gets clipped away by floor and ceiling.

I'm using a 32-bit PNG with partial transparency as a sprite. In software mode, it displays the partially transparent pixels as fully solid. In GL mode, they're invisible.

The PNGs themselves:

[img]http://i.imgur.com/qqnJ9.png[/img]
[img]http://i.imgur.com/pVmNI.png[/img]


Software mode screenshot:

[spoiler][img]http://i.imgur.com/pwLBz.png[/img][/spoiler]


GL mode screenshot:

[spoiler][img]http://i.imgur.com/kxrCE.png[/img][/spoiler]