I don't curl up in a fetal position when they strike, but yes it happens on occasion. I actually created a whole new embarrassing memory just yesterday in fact.
I was invited to attend a wedding, so one of my work colleagues offered to give me a lift since she lives near me. Anyway rather than her going out of her way to come to my home we decided to meet nearby. Anyway there I was with my eyes peeled looking for a black lady in a blue car, and I saw one stop some way back in the traffic line near the junction. She even raised her hand and waved! So I trotted up to the car...
I think you can guess the rest. Thank goodness I made sure I had a good look to make sure it was her before opening the door and entering, or the memory would be 10 times cringe-worthy but I got close enough for her to notice me and frown at me with a puzzled "who the smeg are you?" expression. (Incidental why did she wave, I wonder? Was she waving to someone else or did she coincidentally mistake me for someone else as well?)
"Sorry, wrong person!" I blurted, then ran away up the street.. (Not "sorry I thought you were someone else". "Wrong person." What a dough nut.)
Probably pretty minor embarrassment in the scheme of things but I'm pretty shy and thus easily embarrassed. At least I didn't actually get in the car. An aunt of mine actually did that thinking it was her husband's car of all things.