Note from the Shadowy Webmaster:
I know. You're thinking: "Lyrics? Lyrics for the band that "puts the 'strum' back in instrumental"? Is this guy nuts?" Actually, yes, but that's beside the point.
As you've probably figured out (you smart person, you), the Shadowy Men do indeed sing on occasion, and those lyrics are gathered here. In addition, the Shadowy Men are fond of little spoken interjections and dubbed in voice-overs from other sources. Those interjections and voice overs are also included, but they're in italics to set them off from the actual sung lyrics.
Oh, and the answer to the other question you have is "Hey, why not?"

Singles & EPs

Albums & CDs

Compilations

NOTE: There are also Lyrics for Phono-Comb on the site (and hey, they actually have an album with vocals on every song!).