In this paper we study ideals which are generated by lexsegments of mo
nomials. In contrast to initial lexsegments, the shadow of an arbitrar
y lexsegment is in general not again a lexsegment. An ideal generated
by a lexsegment is called completely lexsegment, if all iterated shado
ws of the set of generators are lexsegments. We characterize all compl
etely lexsegment ideals and describe cases in which they have a linear
resolution. We also prove a persistence theorem which states that all
iterated shadows of a lexsegment are again lexsegments if the first s
hadow has this property.