I have some for you, but they are not all scans, only pictures. Also, I remember the first time I heard of Shenmue, it was in an article in a 1998 issue of Tips & Tricks magazine. Maybe someone can find it? Sorry about these pictures size, I tried to upload them as attachments, but it said "File extension not allowed". Links to their source can be found above the pictures.
http://the-dreamcast-junkyard.blogspot. ... eview.html
December, 2000 NextGen review of Shenmue
http://the-dreamcast-junkyard.blogspot. ... egins.html
November, 2000 Shenmue ODCM article.
And here is a random GameStop ad.