This is one I made many years ago
It just has small lengths of wood to create the different cubby-holes. I used some material for the different backgrounds and had loads of "tinies"

Here is a link that might be useful:

Your shadow box is sweet, Minnie! I have some pre made empty ones around here some place that I'm going to make one day...y'all know that story, LOL!
Sissy, this website seems to have quite a lot of information and video tutorials on shadow boxes. Perhaps you will find what you seek there. I couldn't look at it very long or my brain would decide 'hey we could make one of those for so and so...'no time for that right now!
Suzan J

Here is a link that might be useful: How to make a Shadow Box

Thanks for that tutorial Susan it really shows a lot of detail. My sister used to make them as gifts and her husband would make the frames. she made my last one in 1974 (she has been gone since 1981) anyway as I was taking it down from the shelf the sides fell apart. DS was able to buy tiny nails and get it back together again. Next time it comes off the shelf I'll take a photo