Recently we ran into a dmp where the machine was taking quite a long time to shutdown. Each time the server was rebooted it would seem to hang and then eventually it would go down and come back online. Though are investigation we found that the reg key ClearPageFileAtShutdown was set to 1 and this is exactly what the system was doing.
Apparently this can set via GPO through some of the security settings. The policy setting that writes the value is the "Shutdown: Clear virtual memory pagefile" setting which is set to "Enabled"
So if you have a system that is taking a while to shutdown and it has a large page file perhaps you should check this key.
KB article: http://support.Microsoft.com/kb/182086