The term shadow state has become popular within the social sciences as a way of describing all voluntary, non-profit or third sector organisations, and their role in providing services of different kinds. Our main aim in this article is to examine the usefulness of the concept of the shadow state as a way of analysing the relationality of the state and civil society. We claim that one can usefully approach the relationality of the state and civil society within the shadow state along three vectors; vectors informed in part by anthropological research on the state. The first vector relates to the way in which organisations and agents construct the shadow state and its relation to both the state and civil society. The second vector examines the issue of embodiment within the shadow state and illustrates how relationality can occur within individuals and not just between different individuals. The third vector draws attention to how the relationality of the state and civil society plays out in actual or physical spaces. The pertinence of these vectors for understanding the relationality of the state and civil society is demonstrated through a case study of the governance of youth in contemporary Wales. In discussing these themes, we illustrate the muddled and contingent relationship between the state and civil society, and the potentially progressive politics that it can enable.