Wiktionary
n. (context idiomatic English) A situation that is considered to be a disgrace, or deplorable.
Wikipedia
"Crying Shame" is a song co-written by American country music artist Michael Johnson. It was released in October 1987 as the first single from the album That's That. The song reached #4 on the Billboard Hot Country Singles & Tracks chart. Johnson wrote the song with Brent Maher and Don Schlitz.
Usage examples of "crying shame".
It's a crying shame, as I keep telling Royal Commissions, that among all the military manuals there ain't a line about foraging and decorating, those essential arts whereby the soldier keeps body and soul together in adversity.
It is a crying shame, ain't it, how some men feel they've got to say smutty things about newly married folks?
Now it's t'other way round, with eminent writers crying shame, and saying nothing justified such terrible retribution as Neill took, and we were far guiltier than the niggers had been.
But all I said was that it was undoubtedly God's work, and it was a crying shame that it went unrecognized.
T'would be a crying shame for all the other women in the county if - say I was to hear rumours concerning what took place here this day - you were accidentally shot in a hunting accident.
It was just a crying shame that the army didn't give no medals to soldiers who likkered their enemies to death instead of shooting them.