1. The basic gif animation with no shadow:

2. Using box-shadow

The 'box' containing the animation has a shadow applied, not much use.

3. CSS filter drop-shadow for Chrome, Safari, Opera and IE7/8/9

This uses the CSS filter to apply the drop shadow and applies this to the images within the animation.

4. Using SVG drop-shadow for Firefox, Chrome, Safari, Opera and IE10+

This uses an inline SVG filter which applies the drop shadow to the images within the animation.
The inline method is necessary for IE10+.