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]
(..) Oh, pumpkin, what's wrong? It's too embarrassing to talk about in front of the guys. - Know what I mean, girlfriend? - Oh, sweetie. Do you have your monthly shame? Do you wanna lie down in Elijah's room? Oh, I don't think that's gonna cut it. I probably need to go home, (..)2013 TvShow: Community Title: Cooperative Escapism in Familial Relations Season: 4 Episode 5