Shilov beat countryman Michail Terentiev to add another gold to his victories in the relay and short distance events in Salt Lake City.
Shilov, however, also won silver in the middle distance race behind Terentiev.
Hockey gold
In the 15km, Terentiev was behind at the end of all four laps as Shilov outpaced the field to finish 57 seconds in front.
Team US needed two over-time periods to pull off a shock in the Men's Sledge Ice Hockey.
Playing defending champions and favourites, Norway, the US eventually won 4-3 in front of a sell out 10,000 crowd.
Sweden grabbed the bronze with a 2-1 overtime win over Canada. Japan finished fifth with a 6-2 victory over Estonia.