[tail between one's legs] {n. phr.}
State of feeling beaten, ashamed, or very obedient, as after a scolding or a whipping.
* /The army sent the enemy home with their tails between their legs./* /The boys on the team had boasted they would win the tournament, but they went home with their tails between their legs./
(So called because a beaten dog usually puts his tail down between his legs and slinks away.)