Somtimes I objects does not have shadow They also transparent for the light. When I put lamp behind object, it does not have the shadow

There are a few thing that can cause this.

Check if shadows is on in the render buttons.
Also check the traceable, shadows, shadeless buttons in the material of the object.
Finally, check your light settings, like clip start, clip end and shadows.

Romul8 wrote:

When I put lamp behind object, it does not have the shadow

Lamps don't cast shadows. Only Spot lights cast shadows in Blender.