The Shadow Microns are four store exclusive/incentive Microns done in dark smokey translucent plastic. They were given out last month, and a few have made their way to ebay and online stores for about $80 (for the four).

A gallery of them can be seen here.

Shadow Gora was available to fans who purchased 3000 Yen worth of figures at either Joshin or Bic Camera stores.
Shadow C.L. could be found at Toys"R"Us with the purchase of 3000 Yen in Prime toys.
Shadow Balo was exclusive Yamada Electronics, Yodobashi Camera, and Ideon, once again with the purchase of 3000 Yen in Prime products.
To acquire Shadow R.A. one had to purchase AM-01 Optimus Prime from Aeon.
And it looks like the first wave of the "Capsule Microns" have been released.

Photos can be seen here.

Note the last photo (which can be seen here), with the six combining to form a robot. It hasn't been announced as an official feature, so could just be something a fan put together. If it is official (since most Microns are combiners already), it would be pretty cool.

Optimus Prime/Blaster
Bumblebee/Sword
Gob/Cobra (Black)
Gob/Cobra (Pink)
Zad/Lizard (Black)
Zad/Lizard (Pink)