Transparent shader has no shadow?

Is it still not possible in unity to have transparent shader to cast a shadow?

What do you mean “still” not possible? What’s wrong with, e.g.:

Shader "Custom/TransparentShadow" {
	Properties {
		_MainTex ("Base (RGB)", 2D) = "white" {}
	SubShader {
		Tags { "Queue"="Transparent" "IgnoreProjector"="True" "RenderType"="Transparent" }
		LOD 200
		 Blend SrcAlpha OneMinusSrcAlpha 
		#pragma surface surf Lambert  addshadow

		sampler2D _MainTex;

		struct Input {
			float2 uv_MainTex;

		void surf (Input IN, inout SurfaceOutput o) {
			half4 c = tex2D (_MainTex, IN.uv_MainTex);
			o.Albedo = c.rgb;
			o.Alpha = 0.5;
	FallBack "Transparent/VertexLit"

If you use a transparent-cutout shader then you’ll get real time shadows. If you are only going for lightmapped shadows then you can do with other shaders as well.