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Realizing you've left your money at home when you're out to buy something, (I think) you can say いけない!お金ない; could you, politely, say いけません!お金がありません?

(I suppose, for that matter, my question could also be applied to しまった・しまいました.)

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The short answer is 'no'.

You would sound very strange if you said 「いけません」 as an interjection. It would be just too funny. 「いけません」 is basically a phrase you say to another person, not to yourself. You say it when you think something is no good or when you want to stop someone from doing something that you do not think is good.

When we say things like 「いけない!お金忘{かねわす}れた!」("Oops! Forgot the money!") on our way to the convenience store, we are indeed talking to ourselves, are we not?

You say 「いけない!」, 「いけねぇ!」, 「いけね!」, etc. as an interjection around Kanto. Western Japan is another story -- 「いかん!」 around Nagoya and「あかん!」 around Osaka, etc.

Finally, the same goes for 「しまった/しまいました」; Only the former is used as an interjection.

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