Shadow not behaving as expected

Yes, so it really is the issue from having no lights on these materials.
Here I quickly added a hemi.

The rest depends on how you want your surfaces lit and the darkness (and type of) shadows.

Edit: OK, since it’s sunday :sunglasses: it might be a good time to experience a little with shadows and lights, so I quickly enhanced the PG adding a couple more lights and a second shadow generator. I have also added some options you can play with.
I encourage you to experience with these lights, set their intensity, exclude or include meshes, change the lights position, direction and intensity. Also, for the different types of shadows #realistic (hard, soft…) I would recom you take a look at the doc to see what parameters you can set (and there are many). You can also try adding shadow from a spotlight and changing the light angle to see what it does. Just keep in mind that 1) light only adds to light 2) the further the light, the bigger the area that is lit (eventually exploding a material/surface and in any case flattening the light on the volume)

Edit 2: If you wish, you can see some of the ‘semi-realistic’ shadows I created in my demos. The first demo (snowball) includes an animated light/shadow from the sun using a directional light (press KB 1 to 7 to change time of day):

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