To get Super Shadow in Shadow the Hedgehog (on any of the consoles it was released on), you must beat every ending (there are 10 of them) in the game. You only have to do one mission in each level (except the Stage Sixes). After that, you will unlock the last story. Play through the level and you will reach Black Doom. You will then turn to Super Shadow and fight Devil Doom. This is the only level where Super Shadow is playable.