A King and Device of Measure
I am a king but also a common device of measure. What am I?
A ruler. A king is a ruler of people, a ruler is a device to measure distance.
Celebrate, Hide Their Shame or Commit Crime
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.
A Blood Red Shroud
The thunder comes before the lightning,
And the lightning comes before the cloud,
The rain dries all the land it touches,
Wrapping the earth in a blood red shroud.
What am I?
A volcano.