I can't think of any tutorials off the top of my head, but I can give you a quickie step-by-step right here.
Let's say you have a table in the middle of the room with a hardwood floor. In photoshop start with your hardwood floor texture. You're not going to be able to tile your floor in Second Life, so if you need to repeat a texture, do it in photoshop so that in Second Life your repeats can be set to u and v = 1. Next, on a separate layer, draw a black box where the table is going to be. Then go to Filter > Blur > Gaussian Blur and blur the box until it look right. If you're trying to simulate harsh light from a single source, then don't blur it much. If you want to simulate soft light from multiple sources, then blur it more. Next, in your layers, set the Opacity for the shadow layer to roughly 30% (eyeball it, whatever looks good.) Upload and apply the texture to the floor.
You may find it helpful to create an alignment grid texture in SL. Basically a grid with numbered lines so you can apply it to your floor in SL and see where the table will appear on top of your texture in Photoshop.
Here is another trick. Let's say you want to create a shadow for something really complicated in Second Life. Maybe a sculpted statue of Venus de Milo. Here is what you do. In second life, create a thin prim with solid color (preferably a color very different than your statue, maybe bright green) and slide that prim under your statue. Now alt zoom your camera above your statue looking down upon it (ideally, place your camera where your spotlight is supposed to be). You should be looking at your statue from above with a green prim background underneath it. Now take a screenshot of what you see and import it into Photoshop. OK, now use the wand tool (W) to select all the green parts and delete them so all you have left is a picture of your statue on an alpha background (you may have to use the erase tool to clean up odds and ends around the edges, you want to see NOTHING but your statue.) Now inverse your selection using CTRL-SHIFT-i (so you're only selecting your statue) and paint it all BLACK.
What you should now have is a black silhouette of your statue as seen from above with an alpha background. Just like with the table, use Gaussian Blur to make your statue shadow a little fuzzy, and use Opacity so it's a little invisible (again, eyeball to your liking.) Now you can take that statue shadow and place it on a floor texture, or just import it directly into second life and apply it to a prim under the statue. You'll have a really detailed shadow without having to go through the trouble of drawing it!