No, I just used transform.
1. After I separated the dude, I duped the little goomer and filled him with black.
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2. I entered transform mode, comd/cntrl + T, then right clicked and chose distort.
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3. Then I moved the shadow where I wanted the first (lower) part to lay. When done I hit the check mark/enter.
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4. I then grabbed the Rectangular Marquis Tool (RMT) and made a selection of the upper part of the shadow. I want the lower line to be even with the bottom of the room. I then hit cmd/cntrl + J to duplicate the selection to a new layer.
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5. I then selected the duped selection, highlighted the previous layer and hit delete to remove the upper portion of the shadow.
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6. I then selected the newly duped layer of the upper shadow and transformed it to where I wanted it.
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7. I then repeated the same steps to alter the top of the balloon.
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8. You should have three layers for the shadow. Merge these layers.
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9. Finally, move the newly merged shadow layer below the goomer layer and add Gaussian blur, adjust the position if needed.
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Done.