@Vipul Asri given us a good answer, but the appbar_always_elevated.xml should be into animator-v11 instead of animator-v21 folder. The layout that has the AppbarLayout is that should be into a v21 folder.
Summarising, the structure is like this:
-res
-animator-v11
-appbar_always_elevated.xml
-layout
-a_layout_wich_has_the_appbarlayout.xml
-layout-v21
-a_layout_wich_has_the_appbarlayout.xml
Note that there are two a_layout_wich_has_the_appbarlayout.xml files (AppbarLayout in v21 folder with android:stateListAnimator property and in a non v21 folder without this property).
Take a look:
In a non v21 layout folder:
<android.support.design.widget.AppBarLayout
android:layout_width="match_parent"
android:layout_height="wrap_content">
And, in v21 layout folder:
<android.support.design.widget.AppBarLayout
android:layout_width="match_parent"
android:layout_height="wrap_content"
android:stateListAnimator="@animator/appbar_always_elevated">
EDIT
Curiously, if you are using the AppbarLayout with a TabLayout, the shadow is drawn instantly, but notice that if you are using with the android:stateListAnimator property this case, the shadow view is a bit different.