A Shadowbolt is a member of The Shadowbolts, Nightmare Moon's version of The Wonderbolts. They appear in two games: Crystal Mine Game and Clear the Skies. Rainbow Dash also appears as one during Nightmare Night/Halloween.
In Clear the Skies
Shadowbolts come flying at you and run into your pony if you don't get out of their way.
In The Crystal Mine Game
Shadowbolts come at you in a cart while jumping in the cart and can instantly make you lose.
Rainbow Dash As a Shadowbolt
During Nightmare Night, Rainbow Dash will dress up as a Shadowbolt, as she does in the episode "Luna Eclipsed".