I'm a bit of hoarder when it comes to makeup.  

When I first started to develop an interest in cosmetics, I was obsessed with buying the single shadows from Mac.  I remember shopping one day and a makeup artist telling me about the Pro Palettes and refills, and I had no idea why someone would buy those.  I liked having 20 individual shadows floating around and taking up tons of space!  Looking back, the dude was just trying to save me some cash, and I wish I would have started purchasing pro refills years ago.

At the time, I didn't want a palette of many shadows.  Now, I could care less how many single shadows I have laying around -- In fact, I prefer none!  Having all of my shadows in palettes is much easier, and it's still easy to travel with.  If I don't want to lug around my whole Mac palette, I'll just grab a smaller palette and I'm ready to go.

Enough with the ramble -- If you want to save space and have some shadows laying around, depot them!  I purchased a Mac Pro Palette from the store, but you could also go for a Z Palette.

This is pretty simple to do, but it did leave my room smelling like burnt plastic and I slightly burned my thumb.  Don't be clumsy like me!

All you'll need is a straightener or a lighter (I used both), and 

a flat edged tool (scissors, screw driver, letter opener, etc).  I found that I had the best luck with a small screw driver.

Find the line between the two pieces of plastic -- Stick your tool right in there and wiggle it around a bit (...yes, my mind is dirty too), and your shadow should pop right out!

You'll have 2 parts now -- The plastic with the shadow shade name on the bottom and the shadow itself.  Take your shadow with the plastic and place it on a heated plate of your straightener or you can heat up the bottom for about 30 seconds with your lighter.  I'd do the straightener method.

After about a minute, remove the shadow and clamp the side with tweezers.  Gently push through the back of the plastic with your scissors, knife, or whatever sharp object you're tinkering with.  The shadow should pop out with a bit of glue on the bottom.

Now I have a reason to buy a few more...

I then went ahead and placed mine in my palette -- If you want the name of the shadow on the bottom so you know what you're working with, take your lighter and hold it under the label for about 10 seconds.  A side of the label will begin to peel -- Grab it and peel the rest off.  Put it on the back of your shadow, and pop it in the pan.  I didn't care enough, and ain't nobody got time for that over here.

That's it!  Save the plastic from your shadows and take them back to Mac for a free lipstick or lip gloss: You just need 6 to trade in!

Now just light a candle to remove the weird odor from your room, wipe off your straightener, and enjoy some more space on your desk!