Sahih Bukhari Volume 001, Book 002, Hadith Number 008.

Narated By Abu Huraira : The Prophet said, "Faith (Belief) consists of more than sixty branches (i.e. parts). And Haya (This term "Haya" covers a large number of concepts which are to be taken together; amongst them are self respect, modesty, bashfulness, and scruple, etc.) is a part of faith."