Fun fact: #NVIDIA users can apply Screen Space Raytraced Global Illumination (or SSRTGI) as a filter in many games. It will add a lot of missing shadows and lights — check out how car paint reflects the red light and a lot of extra shadows appear on the second example.

It works as a filter that you can find by pressing Alt + Z (Filters — SSRTGI). Not every game is supported and not everywhere it works well: for example, it's broken in New Vegas but works well in Fallout 4.

Use Low or Medium quality presets since they are barely affecting performance (5-7%) and still bring depth into the scene. If some game shows no extra shadows, try to toggle Z-axis switch.