The sun's light can cast the shadow of another object, but does it ever cast its own shadow?
Yes.  For example, on October 8th 1970 Earth was in the Sun's radiofrequency shadow with respect to quasar 3C 279.  In other words, quasar 3C 279 was occluded by the sun.  

Observation from just before and after the occulation permitted measurement of the bending of radiowaves as a test of general relativity. 

The sun would also block other frequencies of electromagnetic radiation including visible light.  
