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 swore she'd go free! Don't dare impugn me honor, boy. I agreed she'd go free, but it was you who failed to specify when or where. Though does seem a shame to lose something so fine, don't it? MEN: Aye. So I'll be having that dress back before you go. (..)2003 Pirates of the Caribbean: The Curse of the Black Pearl
(..) The pirate. You seem familiar. Have I threatened you before? I make a point of avoiding familiarity with pirates. It would be a shame to put a mark on your record. So if you'll excuse me. Do you think this wise, boy? Crossing blades with a pirate? You threatened Miss Swann. (..)2003 Pirates of the Caribbean: The Curse of the Black Pearl