Check this out... I remember seeing something about Shenmue a long time ago, and I thought it would be in one of my old magazines, so I went through em, and I found this... it's from the April 1999 issue of Gamepro
NOTE:
all the screens are from Shenmue 2...
That wasn't the only Shenmue commercial. There was another one with a guy who was presumably a little ill in the head who thought he was Ryo. And at the end of the commercial he says, "Now if you'd let me go, I wish to resume my journey."