Roush and Shelby both have done "post-sale" conversions in addition to the cars that are taken straight to them from the factory before going to the dealership.
You could (and can) buy a new Mustang, and then take it (or have it shipped) to Roush or Shelby to be upgraded to whatever model/spec you want by them.
This doesn't make it a fake Roush or fake Shelby, it just means it wasn't one when sold new at the dealership, it became one later. The only way the VIN will reflect it, however, is by contacting Roush or Shelby directly, as Ford doesn't have any way of keeping track of what cars were done after the fact.
(I know this thread is specifically about a Roush, I just put the Shelby stuff out there too because I've run into it at work.)