When DO native speakers use....? We use it when we are sad, disappointed, and/or sorry about something which has happened. e.g. A: I didn't get the job I applied for. B: What a pity! You must be a bit disappointed.

Thanks, Jerry. "That's a shame" is often used in the UK. "Bummer" - sometimes, esp. by youth. "That's too bad" - I don't hear this but we know it's American and also know the meaning.

I would add that you're more likely to hear British English speakers use this as opposed to Americans. We usually say something like "That's a shame" "That's too bad" or even the slang word " Bummer"