Hey! How you doing? I'm fine, thank you :D
So... HERE IT IS!! The Shadow Catcher! No, it's not the new Netflix series, it's a cool feature that we've been waiting for (since Cycles arrived to Blender). But what is it? Well, it basically lets you select an object and set it up in a way that it becomes transparent... but still receives shadows from other objects.
It's been implemented into Blender's master last week, and it will be officially included from Blender 2.79 and on. (If you're watching this video before 2.79, you'll have to get a development version to access this feature.)
Sounds simple enough, but it is extremely useful when trying to integrate 3D objects into a real photo, for example. If you watch the video until the end, you'll see that thanks to the shadow catcher you'll be saving a lot of work, as before this feature was implemented, you'd need to do a tedious and complicated setup in order to extract shadows from the background and then compose them between the 3D objects and the background. Not only that, shadow catcher doesn't need you to wait until the compositing stage: you can now see the shadow only in the viewport when in Rendered mode.
There are some little things that could be improved (and I hope they will), like caustics are not supported, or reflections and indirect lighting doesn't work great yet... but still, this is a great starting point :)