Emotional Bond Of Ownership
We all get attached to certain items, and develop a sense of ownership to things after we've had them for a while. When someone refocuses on the spirit world, all the items that are bonded refocus too, for as long as he's holding them. If a shaman shifts to the spirit world, his clothes will most likely shift with him. Similarly with his favorite walking cane (if he's carrying it).
It normally takes about half a week for a person to form a bond with an item after becoming its owner, as long as he's using it and doesn't just stick it on a shelf. On the other side of the coin, extreme emotional attachment can happen much quicker. Pick up a sword off a battlefield and immediately use it to save your life a couple of times during the furious fighting, then you'll get that bond pretty much instantly!