Recently we ran into a dmp where the machine was taking quite a long time to shutdown. Each time the server was rebooted it would seem to hang and then eventually it would go down and come back online. Though are investigation we found that the reg key ClearPageFileAtShutdown was set to 1 and this is exactly what the system was doing.
Apparently this can set via GPO through some of the security settings. The policy setting that writes the value is the "Shutdown: Clear virtual memory pagefile" setting which is set to "Enabled"
So if you have a system that is taking a while to shutdown and it has a large page file perhaps you should check this key.
KB article: http://support.Microsoft.com/kb/182086
Well. this is certainly on one of them which we see why the server don't go down-fast or desn't go down at all in other cases. I have noticed "N" number of times where server don't go down after doing a remote shutdown(including command and options)....But their are many other things which stops the server going down. When there is an SMS patching the monitoring team get's N number of alerts for the server down..And ther is nothing much which Microsoft does to improve the product and always we gives lot many reasons..I wish if shutdown takes priority of anythng else what ever the registry setting is and it just takes the system down.