If you're doing "the walk of shame", what are you doing?
Doing a lap of the block after you've failed to sink any balls in a pool game.
Walking home in the morning after a big night out and still wearing the same clothes.
Walking around the edge of the soccer field with the other team's guernsey on your head after you've caused your team to lose.
Walking to get your ball in golf after you've hit it into another fairway.