The description of Polymorph includes the following sections:
Target: Willing living creature touched
Incorporeal or gaseous creatures are immune to being polymorphed...
The description of a Shadow in 3.5e (MM p221) categorises it as:
Medium undead (incorporeal)
The Polymorph spell simply cannot target the Shadowdancer's summoned Shadow, because it is not a valid target.
This principle is extended to all Polymorph-type spells in the discussion of these on page 96 of PHB II:
Incorporeal or gaseous creatures are immune to polymorph spells, as
are creatures of the plant type.
I suggest that polymorphing a shadow would be a sub-optimal strategy even if your GM house-ruled an exception. If you want something that looks like a clone of you under your control then there are much easier ways - the Seeming spell could be cast on your Shadow, or polymorph a familiar, animal companion or hireling.
This answer addresses 3.5e rather than Pathfinder based on the title text of the question.