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]
(..) Sorry for your troubles. I was at a funeral myself, man. Myles Kennefick. Knew him in school. He was a young guy, you know? It's terrible. It's a shame. - You remember that. What a night. - Listen. I got, like... - Like bucks, right? Insurance money. - Yeah. (..)2006 The Departed