He had his head between his legs

When I heard this one, naturally I did a double take.  The speaker meant to say “tail between his legs” (embarrassed from a loss) but apparently got the wrong part of the anatomy.  He may have been thinking “heads or tails” or perhaps “head over heels” (excited), but my guess is that he was thinking “head up his ass” (conceited) considering who he was referring to.   Nuff said.