I don't know if this is embarrassing or not but I have a story to go with it that is;
Jon Snow from Game of Thrones.
So, it's a Sunday afternoon, I'm home alone and in the living room. I, by habit, lock the door behind me when I come inside unless my arms are full with groceries or whatever. That was of course the story this particular day. So I put away all my stuff (I actually think it was laundry that day) and flop down on the couch to catch the Game of Thrones season finale. I watch it, am ecstatic about the conclusion... and get a little randy.
I rewind the DVR to this one specific scene where Jon Snow's image is frozen on the screen, and decide to just wank to it. So I'm about midway through, lightly moaning "Jon Snow," when the door flies open and my roommate and his girlfriend walk in.
"Really? Game of Thrones? Even your porn is weird..." They walked into his bedroom and closed the door. Probably the most embarrassing moment I've had since he moved in.