Chances are if you go up to Billy Gunn and mention the words "Rock-a-Billy" you're going to make him very angry.
Former WWE Diva Stacy "Miss Kitty"/"The Kat" Carter was reportedly very ashamed of her time in WWE and even had her real name removed from various wrestling websites. However she has since embraced her history and started making several indie appearances, selling her merchandise on E-Bay and sharing personal photos from her time there.
Subverted with Trish Stratus in regards to the segment where she had to crawl around the ring and bark like a dog, pointing out the fact that it was part of a storyline and that her character ultimately got revenge against Vince for humiliating her like that.
Ironically WWE is quite ashamed of said "Bark Like a Dog" moment along with the infamous Katie Vick angle and other tasteless bits of the Attitude Era; when Linda McMahon ran for the US Senate, an attempt to scrub these clips from Youtube was launched to eliminate all traces of these moments so that they could not be used against her, which failed miserably when her opponents kept reminding the people about them, even without video footage of them.
Trish does have one case of Old Shame played straight: the infamous moment known simply as "THAT Jackie Gayda match". A match between her and John Bradshaw Layfield against Christopher Nowinski and Jackie Gayda, both recent graduates of Tough Enough and still both very green in the ring. The match was a disaster from beginning to end, and when Trish finally pins Jackie for the victory (even Jim Ross called it a Mercy Kill by that point), she was visibly pissed off. JBL himself said that this was the worst match he had ever participated in.
Gail Kim is like this towards her entire second run in WWE. Funnily enough she says her catfights with the Bella Twins were the best thing she did when she was there.
During the early days of the nWo, Kevin Nash cut a promo with The Giant, where Nash made an unscripted reference to how Giant had initially been promoted as the son of André the Giant. Giant immediately shot him a look that screamed "Don't friggin' go there ever again."
Nash had his own moment when in 2011, CM Punk brought up his alter ego "Oz", arguably one of the most embarrassing moments of WCW history from the early 90s. Same with John Laurinaitis (f.k.a. "Johnny Ace"); as Punk has made references to his failed career as a wrestler in the US by bringing up his past with Shane Douglas as part of the much reviled "Dynamic Dudes".
Terry Taylor does not fondly remember his time in the WWF, when he was known as "The Red Rooster".
The entire Katie Vick angle left an incredibly bad taste in Triple H's mouth...
Understandable, as Trip has said it was the only time he ever questioned Vince McMahon about a storyline.
Speaking of Vince McMahon, don't mention his "Stand Back" music video or the XFL.
That said, he is willing to let people bring the video up as a source of humiliation for the Heel Mr. McMahon character on occasion.
John Zandig of CZW is famous fora particularly angry promo to the point that it was immortalized in Botchamania, but according to a story from Maffew, DJ Hyde learned the hard way during a lunch with Zandig that he's none too proud of it. Fortunately for Maffew, he learned of this before going to a CZW show and trying to get an intro out of Zandig.
In 1993 Mick Foley under his Cactus Jack gimmick did a storyline where after a particularly brutal match with Vader, he suffered amnesia and was living in the streets as a destitute bum who thought he was an ex-sailor. Foley urged fans to destroy any footage of the storyline in his first book, and it is never brought up on any DVDs devoted to Foley.
Michelle McCool hated the Sexy Teacher gimmick she was repackaged with in 2006. She has said in interviews that she was terrified of her former co-workers seeing itnote She was previously a middle school teacher in case she ever wanted her old job back.
Up to Eleven: Al Madril, best known for his work in the NWA Pacific Northwest Wrestling territory in Portland, apparently considers his entire career to be this and refuses to even acknowledge that he ever even was a pro wrestler at all.
Former World Class Championship Wrestling star Brian Adias feels the same way about his old career.