Here's how I do the shadows: every unique shadow-casting object of identical height should be on a different layer. In this case, I put your tower, the walkway below and the crenelations on different laters. Next, I determine the ground rules for the shadows. I typically put my shadows at 45 degrees and coming from SE, SW, NE or NW. Anything else is more calculation-intensive.

If I were going to do the tower, I would create a new layer above everything else, then ctrl-click the tower's layer icon. I then fill that with black. This gives me a black copy of the tower. Then, I filter/offset this new layer. If my sun is coming from NW as it is in my example, and at 45 degrees, the shadow will be exactly the same length as the hieght of the building. In this case I chose 334'. So I offset by +334 and +334. Next, on the same layer, I connect the outside corners of the tower and the tower shadow at high resolution, basically filling in the "between" shadow. This leaves a big glob of shadow on top of the tower, so I ctrl-click the tower layer icon again and delete the shadow on top of it.

Next I do the crenelations. I've decided they are five feet high, so I create a new shadow layer next to the first one and ctrl-click the crenelation layer icon. This is trickier because we have to do two shadows. One is on top of the tower, and one on the ground below. For the one below, we fill the crenelations with black and then offset them by +339, +339. To back-fill the lower parts of those shadows, we simply ctrl-click the crenelation shadow layer (which we're on) and "walk it back". First I zoom in. If you don't, you may walk back too fast. With the blinking lines telling me where my selection is, I hit the up arrow and the left arrow, which walks back the selection one pixel closer to the origin. Then I fill and go again, and again, and again, until my selection is fully merged with the main shadow. This technique is very useful when you have a very complex object that you need a shadow for.

I do the same thing for the crenelation shadows on the tower top, only offsetting by 5, 5 this time. Stamp the shadow, then walk it back. In the process, you'll wind up with shadow atop your crenelations. No worries, just ctrl-click the crenelation layer icon and delete that part of the shadow.

For the walkways, I did a three-pixel walk-back. Now this is important. When I was done, I merged the shadow layers together. They are all solid black at 100% opacity at this point. next I give the merged shadow layer a 1.0 pixel Gaussian blur and then set the layer property to multiply, 75% opacity.

This is what it looks like...
Click image for larger version. 

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