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A shadow government is a "government-in-waiting" that remains in waiting with the intent to take control of the government in response to some event.
In parliamentary governments it is common for the opposition party to have a shadow government in which top leaders of the opposition are prepared to assume certain ministries should the opposition come to power.
It is also used as a somewhat pejorative term to denote a government that takes over in the event of a disaster. The concept is popular in many conspiracy theories.