Shadow Travel

Shadow travel is a form of teleportation that allows creatures of the Underworld to travel to any desired place on Earth or the Underworld. Children of Hades and Hellhounds are beings known to shadow travel, though it is possible that Hades also has the power.

Shadow Traveling
Hellhounds and children of Hades use this travelling method by slipping into the shadows and coming out somewhere else. Exactly what happens in the shadows is not known. It is to be assumed that it does not simply take them there, but acts as a tunnel for Mrs. O'Leary was still running after they got into the shadows when Percy and Nico were traveling to Westport, Connecticut to find May Castellan. Shadow travelling exhausts the user badly; for example, Nico said that he passed out for a week when he first tried it, and Mrs. O'Leary herself was tired after doing it.

The Demigod Files
In the short story, Percy Jackson and the Sword of Hades, Persephone sent a shadow to Nico's location and, apparently, forcefully shadow travelled him to New York to join Percy and Thalia. This was not mentioned as being shadow travel, though.

The Last Olympian
Shadow travelling was first shown in The Last Olympian by Mrs O' Leary, who took Nico and Percy to May Castellan, Luke's mortal mom, at Nico's request to figure out Luke's trail and memories (and to better help Percy fight Luke since it was realized that Luke had taken a bath in the River Styx ). Later the hellhounds from Kronos' army shadow travelled inside the defenders' borders to attack during The Battle of Manhattan in Manhattan. Nico is also able to shadow travel, but it requires a lot of effort and leaves him exhausted.