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]
(..) - You're leaving. - Yeah. Don't worry, I have your number. I'll call you... Keep in touch. - I know it's gonna be tough for you. Be strong. - It's a shame. You know I'm getting your room? There's a water issue in mine. I might stay, in the end. We'd have to get warm in the bed together. (..)2011 The Intouchables
(..) Because I have a deadline, and since I'm pretty late... It's "a bit annoying", indeed. Can't the motivation sign for you? No, Magali can't do that. It's a shame. She could have dropped in her number as well. You'll have to come back tomorrow. a.m. Your paper will be signed. (..)2011 The Intouchables