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]
(..) a weakness for lost causes... ...once they're really lost. Or maybe... ...maybe I'm ashamed of myself. Who knows? You should die of shame to leave me here alone and helpless! You helpless? Heaven help the Yankees if they capture you! Now, climb down here. (..)1939 Gone with the Wind