你可以使用 Form 的 WmNcPaint 和 WmNcCalcSize 消息来自定义非客户区（Non-client area）的绘制，从而实现窗体阴影效果。以下是一个简单的例子：

csharp

using System;
using System.Drawing;
using System.Runtime.InteropServices;
using System.Windows.Forms;

public class ShadowForm : Form
{
const int CS_DropSHADOW = 0x20000;
const int GCL_STYLE = -26;
const int WS_MINIMIZEBOX = 0x20000;
const int WS_MAXIMIZEBOX = 0x10000;
const int WS_SYSMENU = 0x80000;
const int WS_SIZEBOX = 0x40000;

[DllImport("user32.dll")]
public static extern int GetClassLong(IntPtr hwnd, int nIndex);

[DllImport("user32.dll")]
public static extern int SetClassLong(IntPtr hwnd, int nIndex, int dwNewLong);

protected override CreateParams CreateParams
{
    get
    {
        CreateParams cp = base.CreateParams;
        cp.ClassStyle |= CS_DropSHADOW;

        return cp;
    }
}

public ShadowForm()
{
    this.FormBorderStyle = FormBorderStyle.Sizable;
    this.StartPosition = FormStartPosition.CenterScreen;
    this.Size = new Size(300, 200);
}

protected override void WndProc(ref Message m)
{
    base.WndProc(ref m);

    switch (m.Msg)
    {
        case 0x83: // WM_NCCALCSIZE
            if (m.WParam.ToInt32() == 1)
            {
                int style = GetClassLong(this.Handle, GCL_STYLE);
                style = style & ~(WS_MAXIMIZEBOX | WS_MINIMIZEBOX | WS_SYSMENU | WS_SIZEBOX);
                SetClassLong(this.Handle, GCL_STYLE, style);
            }
            break;
        case 0x85: // WM_NCPAINT
            IntPtr hdc = GetWindowDC(m.HWnd);
            if (hdc.ToInt32() != 0)
            {
                using (Graphics g = Graphics.FromHdc(hdc))
                {
                    g.FillRectangle(Brushes.DarkGray, new Rectangle(0, 0, this.Width, 5));
                    g.FillRectangle(Brushes.DarkGray, new Rectangle(0, 0, 5, this.Height));
                    g.FillRectangle(Brushes.DarkGray, new Rectangle(this.Width - 5, 0, 5, this.Height));
                    g.FillRectangle(Brushes.DarkGray, new Rectangle(0, this.Height - 5, this.Width, 5));
                }
                ReleaseDC(m.HWnd, hdc);
            }
            break;
    }
}

[DllImport("user32.dll")]
static extern IntPtr GetWindowDC(IntPtr hWnd);

[DllImport("user32.dll")]
static extern int ReleaseDC(IntPtr hWnd, IntPtr hDC);

}

class Program
{
[STAThread]
static void Main()
{
Application.EnableVisualStyles();
Application.Run(new ShadowForm());
}
}
这是一个简单的窗体，使用 WM_NCCALCSIZE 和 WM_NCPAINT 消息在非客户区绘制了一个灰色的矩形框，模拟阴影效果。你可以根据自己的需求调整颜色、大小等参数。希望这能帮到你，如果有其他问题，请随时问。