1 - First we setup a simple scene. A plane and a sphere a few 

cubes and one light. For this exemple I choose a Directional Light but 

the same thing is possible with SpotLight or PointLight. 

2 - Let see what we got

If you have it in your shelf, Hit the RenderMan Render button  .

Above you see what I get with my setting. 

3 - We create now, a new SLIM palette.

Render > RenderMan > Slim > NewPalette.

4 - In the new Slim Palette create some new Appearances.

One BackPlane Appearance (File>Import Appearance>Goto Rat Shaders and select BackPlane.)

One Light Appearance with shadowMap connection (Similar to the light type you shoose earlier in Maya.)

One Constant shader (you'll probably need it later).

5 - The BackPlane Appearance .

Let the default setting 

6 - In the RenderMan Globals, in the Features section check on the Back Plane option

7 - You can set object Primary Visibility parameter OFF for certain object they'll still cast 

shadows (You can use the spreadsheet flag to do this)  

If you have it in your shelf, Hit the RenderMan Render button  .f your shadow. 

We got somr problems in the dark side of the sphere .

So i used a constant white shader for my objects so a got a cut out in my shadow (Like a Black hole).

If you have it in your shelf, Hit the RenderMan Render button  .f your shado 

Here is it a nice shadow pass, ready for compositing.

Nota : when you output shadow this way you don't need alpha channel, so render your image in RGB