The first "embarrassing" movie is from the movie Twilight, there is a scene where they say the phrase:
"-The lion falls in love with the sheep
-What a stupid sheep..
-And what a masochist the Lion is".
I don't know but it is a scene that has always made me feel extremely embarrassed jajaja
The second movie that made me feel embarrassed/sad was "Stolen Wins 3" the scene where they are challenging each other to dance, both of their steps are somewhat strange but I highlight the girl's more, it starts at minute 5:22
(I'm sorry if you don't understand what I'm trying to say, but I'm using a translator so I can participate)