The world has become a slaughtering ground for the Crimson Denizens, mysterious beings from a parallel universe who thrive on the life energy of humans. These merciless murderers only leave behind scant remainders of souls called "Torches," which are mere residues that will eventually be destroyed, along with the very fact of the victims' existence from the minds of the living. In an ambitious endeavor to put an end to this invisible, hungry massacre, warriors called Flame Hazes relentlessly fight these monsters.

One fateful day, Yuuji Sakai ceases to be a regular high schooler—he becomes trapped in a crevice of time and is suddenly attacked by a Denizen. Coming to his rescue just in the nick of time is a nameless hunter who seems no different from an ordinary young girl except for her blazing eyes and burning crimson hair. However, before Yuuji can learn anything more about his situation, he discovers that he has already been reduced to a Torch—merely a scrap of memory waiting to be extinguished.

[Source: MyAnimeList]

A series of short specials where Friagne and Marianne explain different terms from the show.

Shana-tan specials bundled with the first and fifth volume pre-orders of the Shakugan no Shana DVD, the limited edition Shakugan no Shana guide book, and the limited edition Shakugan no Shana Movie preview DVD special.

Episodes

1: Shakugan no Shana-tan

2: Shakugan no Shana-tan Returns

3: Itadaki no Hecate-tan

4: Banjou no Carmel-san

Three Naze Nani Shana episodes that were DVD magazine exclusives of the Shakugan no Shana no Subete magazine.

Yuji and Shana's class go on a trip to see various temples and shrines, followed by a trip to a hot springs resort. During the trip, Matake Ogata tries to tell Eita Tanaka her feelings for him, but various complications and hijinks occur that prevent her from doing so.

A promotional short special for the movie where Shana and Yuji explain different terms from the show.

Sakai Yuuji is a regular high school student. On his way home, he encounters a monster that sucks up human life. On the brink of his death, a girl called Enpatsu Shakugan no Uchite appears and saves him. Sakai then learns the truth about his life and the reality around him.

[Source: Anime News Network]

Shana-tan special bundled with the Shakugan no Shana Movie director's cut special collection DVD.

The heated bond between Shana and Yuji is tested as their paranormal adventures continue. The Flame Haze fends off supernatural foes by night. By day, she contends with a classmate who's also after Yuji's heart. Emotions flare as a suspicious transfer student who resembles a recently defeated Denizen clings to Yuji. His training rises in intensity when they catch wind of a revered warrior in search of her lost lover—who will stop at nothing to extract the power keeping Yuji alive!

[Source: FUNimation]

A series of short specials where Friagne and Marianne explain different terms from the second season of Shakugan no Shana.

Shana-tan specials bundled with the limited edition first and fifth volumes of the Shakugan no Shana II (Second) DVD and the limited edition Shakugan no Shana II (Second) guide book.

Episodes

1: Shakugan no Shana-tan Begins

2: Shakugan no Shana-tan & Yoshida: Konoe Fumina no Gyakushuu

3: Shakugan no Shana-tan Revenge

Find out what happens when Yuji accidentally triggers a found Treasure Tool while it's pointed at Shana! Then, Yuji teams up with Wilhelmina to stalk their fiery friend—whose secrecy has become unsettling. Finally, in a two-part special, Shana tracks a Denizen's trail by sorting through a Torch's memories for clues. Her sleuth skills reveal a teenage girl's heartwarming last days and a predator with a serious identity crisis!

[Source: FUNimation]

Shana-tan specials bundled with the Shakugan no Shana S Blu-ray and DVD.

Episodes
#1: Shakugan no Shana-tan G
#2: Shakugan no Shana-tan 2dos
#3: Shakugan no Shana-tan 3tri
#4: Shakugan no Shana-tan FRONTIER

Continuing from the events of the last series (Shakugan no Shana II), both Shana and Kazumi stand at their respective locations waiting for Yuji to meet with one of them, only to discover that Yuji has disappeared, with not even the slightest evidence of his existence left behind. All is not lost however, as the letters the two of them sent to him still give hope of Yuji's continued existence. As Shana and company search for answers on Yuji's whereabouts, they soon find the truth staring back at them when Yuji reappears in front of them as the leader of Bal Masqué. Left with little choice, Shana must now confront her most unlikely adversary on the battlefield in her toughest challenge yet.

[Source: Anime News Network]

Shakugan no Shana-tan: Final Destruction specials bundled with the limited edition second and sixth volumes of the Shakugan no Shana III (Final) Blu-ray and DVD.