A natural ampitheatre with high walls surrounding the audience seats and a high plain wall with a stage in front of it, located about a week's travel from Amber in Shadow (a day via Hellride, or Instantaneous via Trump). It is a source of oracles in the form of playlets performed by silhouttes on the wall of the stage, cast by the sunlight streaking through a narrow slit in the back wall of the audience, or acted out on the stage itself by an anonymous cast. In the way of oracles, the scenes presented are very allegorical and metaphorical, not easily deciphered.
During the Herald Crisis, the Shadow Play Theatre was destroyed by Lizardmen from Dinosaur World, using plant-magic and spears to dig up the Lion Spikard that powered it. The shadow was physically restored by Touga, but proved to no longer provide oracular visions; this was later rectified when Fuyutsuki, Anthy, Nausicaa, Eowyn, Yumi, Motoko, Davros, and Hanajima preformed some ritual which fixed it. That didn't involve kinky group sex. Honest.