There is no 'shame' in admitting your mistakes. [=you should not feel ashamed/embarrassed about admitting your mistakes]
It's 'a crying shame' [=it's upsetting to me] that movies are often so violent these days.
Her art project 'put mine to shame'. [=her art project was much better than mine]
(..) enclosed in glass, like a greenhouse. Nigger fell through that. Since then, he kind of developed a speech impediment. That's a damn shame. [Residents chattering indistinctly] But still, I have to say... you play with matches, you get burned. (..)1994 Pulp Fiction