I've written a few posts about humiliation stemming mostly in the mind. That feeling that "everyone knows" creep into the back of the mind causing the pulse to race and blood pressure to rise, paranoia and nervousness leading to even more conspicuous behavior... it's quite a strange rush.
Something that always made me timid and terrified was when Mistress would force me to bring an item along in order to find matching items. As you may know, there's about 23948023849230483 shades of pink. One time I might be ordered to carry around a pair of pink panties in my pocket in order to find a matching pair of stockings. Another time it might be a pink hat in my pocket to find a pair of matching mittens. Or a pink sweater on under another shirt and my coat that I would have to compare to other items. Every time I would be unable to speak and get very agitated. I'm a gift-giver so buying women's items is never a big deal... unless they were intended to be worn by me.
The sad thing is that my behavior would shift in this way, making me very conspicuous. While I wanted to be left alone, barely pulling a corner of the item out of my pocket to match it up with an item on the rack, this made me look like a shoplifter and I almost always had sales girls hanging around watching me like a hawk. Mistress would usually let me sweat it out for several minutes until she would finally come over and say something like "oh those are cute!" and that would free me up from the constant inquiries. If I tried to shy away at that point she would say something like "why don't we ask her to come over and give her opinion on it?" to tease me and push me to deeper level of subspace.
While nothing ever happened I found this as strong evidence that much of humiliation does lie solely in the mind (although it can definitely span well beyond the mind as well). Mistress would tease me even more on the way home with lines like "she knew those were really for you."