We've all been embarrassed at work. In fact, just this morning, a woman stopped by to tell my cubemate that a picture of her and her friends was in the printer by her office, in case she was looking for it. At first my associate was confused, but then she realized that the woman was referring to a picture that my co-worker printed (clearly to the wrong printer) to hang in her cube. Oops.
When it comes to embarrassing situations at work, people handle them in different ways, depending on what the embarrassment is and who it's happening to.