Actually quite easily done. No greenscreen needed.
(Note that the real shadow on the floor goes *away* from her dancing shadow.)
Good tripod is required. Lock the camera down and don't touch it.
Shoot the video of the violin player. Note she is lit from the left and above.
Turn on a 1000-watt flood on the right, throwing her shadow on the plywood.
Shoot again while she does the dance routine.
In editing, you have two video tracks. Use event pan/crop on each event to show only the shadow on the left track and only the player on the right track.
Someone on the Sony forums did this recently using this process:
Steve Mann
MannMade Digital Video
http://www.mmdv.com
