Some use me to celebrate,
Others use me to hide their shame,
Others use me to commit crime.
What am I?
Alcohol. People have a drink to celebrate, but also drink to hide their shame. Lastly, drunk driving is a crime.
A mask is also a valid answer. They can be used to celebrate Halloween or at dress-up parties, a mask can hide your shame and masks are used by thieves.
Update: This one has more valid answers than I thought. Money, drugs and night also work.