In Riverwood at night I saw an NPC I had never seen before named Shady Sam. I couldn't have a conversation with him. Is there a quest somewhere that's tied to him?

Do you have any mods? Shady Sam was a merchant in Oblivion. Some modder probably put him in as an Easter Egg.

Unless it was added by Dawnguard (which I don't have) there is no vanilla Skyrim NPC named Shady Sam. I'm going to second Rosveen's guess and say he was added by a mod.

Shady Sam is in the Alternate Start mod if I remember correctly. He was located on the north side of Riverwood in my game.