A great misfortune; a very distressing thing; a DIRTY SHAME: That's a crying shame. I'll have to go see him(1881+)
The Dictionary of American Slang, Fourth Edition by Barbara Ann Kipfer, PhD. and Robert L. Chapman, Ph.D. Copyright (C) 2007 by HarperCollins Publishers. Cite This Source
Idioms and Phrases with crying shame, a
An unfortunate situation, as in It's a crying shame that Bob can't find a job. This term may well come from the now obsolete to cry shame upon, meaning “express vigorous disapproval or censure,” current from about 1600 to the mid-1800s.