Oh I have something for you!
I just watched Beau is Afraid, https://m.imdb.com/title/tt13521006/ and it was epic. One of the best movies I’ve seen in a long time.
I would rate this as 7.5 and really don’t agree with the lower imdb rating here.
Moon
Moon is such a fantastic film in its own right. Absolutely shook me when I saw it the first time.
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Stranger Than Fiction. Well, Harold does have his wrist watch for a friend, but he doesn’t know it.
it still my favorite film after all.
Welcome to NHK is anime about a NEET. He ends up finding some kind of friends througout the show tho.
Also what you’re describing is basically the concept of a doomer.
I am a doomer
Maybe not quite what you’re looking for but Tom Hanks in “A Man Called Otto” might float your boat.
Station Agent
So this is a bit special. It’s very low budget, awesome and free: Pretend That You Love Me
I don’t seem to recollect any movie at the moment but here are some TV shows or anime -
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Mr. Robot - one of my favourite TV shows, most people using lemmy might have already watched it.
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Boku no Kokoro no Yabai Yatsu - its about a very lonely middleschool kid’s romance
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Koe no Katachi - very popular anime movie. Also one of my favourites.
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Bocchi the Rock - Anime about an extremly introverted girl wanting to play guitar in a highschool band.
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Re-Life - its an anime about a grown up guy getting a chance to re-live his high-school days as part of a experiment or something like that. It was pretty good.
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Lookism - its a Manhwa, but also has an anime. Basically the main character gets 2 bodies mysteriously. The original body is the ugly one which people bully him for and the second body is like that of a (male) kpop artist which people view differently.
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Death’s game - it’s a kdrama I recently watched. Although it doesn’t exactly fit in with the theme of ‘lonlieness’ I thought I’d mention it.
P.S - some shows I mentioned here might not be as loneliness inducing as you think.
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Home Alone, hehe
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It’s a futuristic sci fi movie so it might not be what you’re looking for. Loneliness and alienation are central themes, though
I can set up a camcorder if you’d like
There is a great list here.
Also Wild Strawberries (1957).