To traverse the shadows, one must first be an initiate of the Pattern of Amber or the Logrus of Chaos.
That first step is prolly the hardest.
After that, traveling in shadow is really just imposing imagination on reality. Walking along a path, you envision a bed of pink flowers around the next corner. It appears. Presto, you're in another shadow. Such changes applied on a far grander scale can lead one all over shadow, or to either of its poles, Amber and Chaos.
In Roger Zelazny's Amber novels, traversing shadow operates on opposite principles for initiates of the Logrus and Pattern. Whereas the Amberites' method of demanding that the universe conform to their whims through their Pattern-charged blood, the Chaosians reach out through shadow with Logrus tendrils. With these tendrils, they may draw objects to their location or transport themselves instantaneously to another shadow.

Shadow may also be traversed using the Trumps, powerful artifacts of mental contact, communication and transportation. Either party to a Trump call may elect to draw the other party through to their location. Unfortunately, the proximity the cards generate also allows for physical and mental attacks to be conducted through the aperture.

Other methods exist for traversing shadow, ranging from innate abilities for mystical creatures, falling victim to shadowstorms or other intershadow phenomena, or making use of artifacts which possess the power to follow shadow paths or open rifts in shadow. The blue crystal Tragoliths from the second series of books acted as homing beacons through shadow.

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