Glest has basic shadows, but they have much room for expansion. Shadows are cut off at certain angles, and shadows sometimes change when you move the camera. In short, the rendering area of the shadows, and the models in this area (and their effect on the shadows) would have to be increased. The shadow mapping could also use improvement, as though it has potential, its shadows are very blocky.
Like my water suggestion, this is very low priority, but is yet another pretty graphical enhancement.