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You can find the blob shadow creature in the Onyx Tile World,
You can find the robot-like figure shadow in the highway which you get to from the Onyx Tile World Taxi Cab(Where you get the Fairy Effect).
The other 2 shadow creatures can be found in the Purple Neon Maze. How to get there: Onyx Tile World > Taxi Cab > Highway > Go right until you reach a tunnel with a face, chainsaw the face and enter it and voila! your in the Purple Neon Maze.
one of the shadow creatures should be on your left from the entrance, the other one I'm not sure, but I remember I teleported inside the maze touching those little black blobs with glowing eyes on the ground.
Hope it helped =)