An umbra and penumbra exist wherever there are shadows produced by a large light source. When an opaque object casts a shadow on a surface close to it the shadow will be clear and distinct, because it has a large umbra section and small penumbra. If, however, the object casting the shadow is closer to the light source, there will be regions on the surface where light from some of the source is not blocked by the object, producing a smaller umbra and a larger penumbra.
A lunar eclipse occurs when the earth is directly between the moon and the sun.