I attached a picture illustrating my problem because I can't think of any way to actually describe it and get my point across.
As you can see, I have a drop shadow that follows the jumping player. That's fine, but the issue is transitioning to a new height. I can't think of any possible way to have that look correct as the player moves over one level to the next. You can tell which part I have an issue with, it has the ??? above it. I'm not sure it can even be done, at least not without a lot of trickery that would probably be really buggy. I don't necessarily have to have a drop shadow, but I think it looks slightly better.