This recent question stirred a vague memory.
I'm sure it is a different work to the one in the linked thread. It was a comic, not prose.
Basically, I have an image of someone cutting away someone's shadow with a big pair of scissors, then rolling up the shadow and putting it in his pocket.
I think it must have been somewhere between 1990-2000 that I read it.
I'm pretty sure it was a short story. Single issue, or just a few pages. Or a minor subplot if it was in a longer story.
It may have been in 2000AD, or Neil Gaiman's Sandman. But I can't swear to it.