Cut off the flap lids of a box about one foot by 18 inches and approximately nine inches deep. Bind the flaps together with heavy sealing tape to make the base of the diorama. Decorate it with grass and sticks and one 6-inch tall figure (person, animal, tree) in the center. Cut a small viewing window in the front of the box. Cut five circles into the box the size of the end of a flashlight: one on top, one on each side, one on the top left side and one on the top right side. Position each cutout so that when the flashlight is inserted into the hole, it will shine directly onto the figure. Use heavy paper to create closing flaps for each hole. Tape the flaps to the box. Simulate the sun's movement across the sky by lifting the flap on one hole at a time and shining the flashlight into it. Children can look through the viewing window to watch the figure's shadow move as the "sun" moves across the sky. Follow up this project with several trips outside to view the sun and the children's own shadows throughout the day.
Introduce the scientific method by asking children to make predictions about how shadows change throughout the day. Insert a yardstick in the ground in an open area where it will be struck by the sun all day long. Gather information by taking periodic measures of the length and location of its shadow. Chart this data on a graph and help children to interpret the results and draw a conclusion.
Check out sundials in your local parks. Find one to visit on a sunny day. Take a picnic and watch the sundial as it does its work over the course of a few hours. Tape dowels or sticks to the dial to "prove" how its shadow moves (be sure to remove and dispose of them properly before leaving). For more advanced study, create a sundial. There are many resources online to help with this project.
Once children have a basic understanding of what makes shadows and how shadows behave, show them various photographs with clear shadows. Present them to children and have them analyze each one. Younger children can simply predict where the light source is. Older children can begin making deductions about what time of day it is. Try a flip activity by having children draw figures with shadows to indicate certain times of the day. To make this even more challenging, place a compass rose on the paper and have them determine where the sun is in the sky.