Three Naze Nani Shana episodes that were DVD magazine exclusives of the Shakugan no Shana no Subete magazine.

Find out what happens when Yuji accidentally triggers a found Treasure Tool while it's pointed at Shana! Then, Yuji teams up with Wilhelmina to stalk their fiery friend—whose secrecy has become unsettling. Finally, in a two-part special, Shana tracks a Denizen's trail by sorting through a Torch's memories for clues. Her sleuth skills reveal a teenage girl's heartwarming last days and a predator with a serious identity crisis! (Source: FUNimation)

Yuji and Shana's class go on a trip to see various temples and shrines, followed by a trip to a hot springs resort. During the trip, Matake Ogata tries to tell Eita Tanaka her feelings for him, but various complications and hijinks occur that prevent her from doing so.

The world has become a slaughtering ground for the Crimson Denizens, mysterious beings from a parallel universe who thrive on the life energy of humans. These merciless murderers only leave behind scant remainders of souls called Torches, which are mere residues that will eventually be destroyed, along with the very fact of the victims' existence from the minds of the living. In an ambitious endeavor to put an end to this invisible, hungry massacre, warriors called Flame Hazes relentlessly fight these monsters. One fateful day, Yuuji Sakai ceases to be a regular high schooler—he becomes trapped in a crevice of time and is suddenly attacked by a Denizen. Coming to his rescue just in the nick of time is a nameless hunter who seems no different from an ordinary young girl except for her blazing eyes and burning crimson hair. However, before Yuuji can learn anything more about his situation, he discovers that he has already been reduced to a Torch—merely a scrap of memory waiting to be extinguished.