Embarrassment: Poise and Peril in Everyday Life
Rowland S. Miller
BF575.E53 M55 1996
Although this is an older book, it covers the nature of embarrassment very well.

You may find the articles “Exploring Cultural Differences in the Recognition of the Self-Conscious Emotions” and “Submissiveness in Social Anxiety Disorder: The Role of Interpersonal Perception and Embarrassment” useful. You can read the full text of both articles in the Academic Search Complete database.