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1. Make a new layer. Select all, and fill with black. Set level opacity to 15%
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2. For the "vignette" effect, make a new layer. Select all again, and fill white this time. Convert this layer to a smart object (right click) and then set the layer to multiply.
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3. Double click on the layer you just set to multiply and go the the "gradient overlay" menu. Make the settings like this or play with different settings. Because the layer is set to multiply, the effects will be visible but the layer itself (the white) won't be.
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3b. Noise -- This is not really needed, but I like to add a "noise" layer to add some "grit." This takes a little bit away from the slick digital look and helps me not get bogged down on too many details.

Follow the same method as step 2, but this time, use filter>noise>add noise on the layer.
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4. Drag one of your scanned sketches in (or sketch directly into this file if you want to do it digitally). I did a pencil sketch at first. After dragging it into the main file, right click on the image layer and "edit contents."
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5. Within the smart object of the sketch, add a "levels" adjustment layer. Use the black eyedropper to select the lines that you want to be darkest, and use the white eyedropper to select any stray bits of gray on the paper (to turn them to white). Save the file. If the sketch file does not update when you go back to the main file, you may have to right click on the smart object and "replace contents," and then link it to the new sketch file with the adjustments.
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6. Back in your main file, set the blending mode of the sketch smart object to "divide" and the layer opacity to 50%.
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7. Ground shadows -- make a new layer. In the middle of the canvas, use the gradient tool (G) with the radial option (second icon in) and about 50%. Convert this to a smart object.
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8. Ground shadows -- transform the new smart object (command-T) to match the shadow of the sketch (we want the light coming from the upper right).
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9. Ground shadows -- soften the shape with filter>blur>gaussian blur.
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10. Ground shadows -- click inside the white "smart filters" box. Because the shadow is a smart object, we can selective mask parts of the blur effect away, so the shadow is sharper near the foot and blends away with distance. Use a the gradient tool with black (inside of the smart filters box) to hide the blur effect.
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11. Ground shadows -- click on the smart object layer itself and make a "layer mask" (the circle-inside-a-box button). This works like the "smart filter" box in the step before, but applies to the whole layer. Here, I used a black gradient to hide the extra bits of shadow in front of the leg.
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12. Object shadows -- make a new layer, and then group it (command-G). This will contain all of the shading for the leg. Make sure this group is below the sketch in the layers panel. Use the magic wand on your sketch object or use the lasso tool and get a rough outline of the object (it doesn't have to be perfect). After selecting, the select>modify>expand, contract, and smooth tools are useful to clean up.

(I also added another layer with a black gradient in a same method as step 7 -- this will help the highlights "pop" later on).
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13. Object Shadows -- within the shadow layer group and on the new layer, use the lasso to block out areas and then use the black gradient tool to shade them (a lighter opacity like 20% lets you build the darkness up gradually). Because the whole layer group is under a layer mask from step 12, you can shade outside of the sketch but it won't show up.
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13. continued -- using the lasso and gradient tools to build up value.

Because we are doing the white sketch / gray background style, we don't have to overdo the shading to get the point across.
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14. Highlights -- Like the shadow layer group in step 12, I have made a highlight layers group and copied the layer mask to the highlight group. This group is above the sketch layer in the layers panel. Just like step 13, it is now just more lasso and gradient, but with white.
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15. Quick color -- after adding enough highlights, I made another radial gradient smart object with a color (and put this layer below highlight, sketch, and shadow layers, but above the background layers).
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16. Quick color -- using the same transform and blur/mask to make the color blend in better.
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17. Because the sketch layer is a smart object (there is a theme here ;), you can fake a depth of field (too much of this could get a little cheesy).
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Continuing is just a matter of importing new sketches and shading them in the same way.
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For some more complicated areas, I sometimes make a layer group + mask inside of a larger group. (You can highlight the layer mask by going to the "channels" tab and clicking on the eye next to the mask channel).

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