The protagonist has just done something stupid that he shouldn't have done. Everyone who knows what he did has abandoned him. The protagonist looks to his faithful Fido for validation — dogs love their owners unconditionally, right? No, the dog lowers its head and leaves the room.
In comedic examples the dog, or another pet, may instead put the paw over its eyes and whine, as the animal equivalent of a Facepalm.
A sub-category of the Animal Reaction Shot.
Used in one description of a "Three-Bagger" hookup prospect: a girl so ugly you need three paper bags — one for her, one for yourself in case hers breaks, and one for your dog so he'll respect you in the morning.
The Dresden Files: Harry Dresden experiences this occasionally after adopting being adopted by his Big Friendly Dog, Mouse. The most notable example thus far probably comes from Turn Coat:
"I can't believe I'm about to say this," I said. "So think real careful about where this is coming from. Have you people ever considered talking when you've got a problem?"
That didn't please anybody, and they gave me looks with varying degrees of irritation mixed with chagrin.
Except for Mouse, who sighed and said something like, "Uh-woof."
Buck once walked in wearing a paper bag with eyeholes after Al was accused of planting an overdue library book to make it look like he returned it years ago.
While Al was on a 'Dr. Shoe' commercial, he was begging for someone to call and Buck had his paw over his eyes while looking away from the camera.
An episode of Suddenly Susan has Todd and Luis see a portrait of Susan from when she was a (nerdy-looking) teenager with the family dog. Todd whispers to Luis, "Is it just me, or does that dog look embarrassed?"
On The Waltons when Olivia got her hair permed and everyone in the family said they didn't like it—her husband, her in-laws, even her kids—she was walking in the woods and met the family dog—who didn't want anything to do with her! (Possibly the smell from the chemicals?)
Used several times on Frasier with Eddie the Jack Russell Terrier, who was so good at this he could reduce Frasier to delivering eloquent attempts at backpedaling...to a room with no human beings in it.
Jon: One nice thing about confiding in pets is that they are non-judgmental. Garfield, I got a speeding ticket today.
Garfield: (smacks him on the head) That was a stupid thing to do.
Peanuts: Snoopy did this to Charlie Brown many times.
In one issue of Sad Sack, Sad Sack is being chewed out for being a doofus by everyone at base camp, even people who don't specifically outrank him. He hopefully goes to pet the camp dog, saying: "There's still Betsy...." - but Betsy, too, growls at him. He puts on a comical "crybaby" face and moans: "I haven't got a friend in the world!"
A literal example occurs in Peter Pan when Mr. Darling tricks Michael into taking his medicine by saying he will take his own medicine alongside Michael (and then reneges). The children and Nana are all ashamed by this.
If you fart or belch in Fable II your dog can cover its face.
Tales of Vesperia: When Yuri mercilessly executes a man for putting him and his hometown through a lot of grief, his dog Repede flashes a look at him that isn't quite shame, but also isn't one of approval.
Taken to its logical conclusion in Ace Attorney Investigations 2 when the Big Bad is finally brought down. The circus animals of the Berry Big Circus beat the crap out of him, including a gorilla and an elephant.
In Aladdin, both Abu and Carpet are disappointed in Al after he refuses to free the Genie.
Gargoyles, "Upgrade": Bronx reacts like this to Brooklyn, Broadway, and Lexington bickering.
The Little Mermaid: Upon Prince Eric's cluelessness over whether or not the now mute Ariel is the one he's been looking for, his dog Max rolls his eyes and blows hair out of his own face in annoyance, which Ariel mimics.
In The Simpsons episode, "You Kent Always Say What You Want," a dog shows its shame by covering its eyes with its ears when Kent Brockman looks at it.
Another episode justifies this, and actually the cat and the dog are the most ashamed: Bart sold his soul, and animals have a sharper perception about this, apparently.
In "Old Yeller-Belly", a group of dogs show their contempt at Santa's Little Helper for not rescuing Homer from a fire.
All Grown Up!!, "Bad Aptitude": Spike (and everyone else) is disappointed at Tommy Pickles' latest film Gesundheit.