All in Praying for Help

How do we pray when we're broken? What do we pray for when we have nothing left, and our life is a shambles? How do we lift our spirits high enough that we can face God with our desires? We are often embarrassed when we have totally failed in life; we cover ourselves in leaves and hide as Adam and Eve did. Is that really what we should do? Is our faith that shallow? Do we believe that God has given us up to our despair?