The Lonely City by Olivia Laing is pretty definitive IMHO

“Loneliness is difficult to confess; difficult too to categorise. Like depression, a state with which it often intersects, it can run deep in the fabric of a person.” Excellent read:

An extraordinary more-than-memoir; a sort of memoir-plus-plus, partway between Helen MacDonald’s H Is for Hawk and the diary of Virginia Woolf; a lyrical account of wading through a period of self-expatriation, both physical and psychological, in which Laing paints an intimate portrait of loneliness.... The Lonely City is a layered and endlessly rewarding book, among the finest I have ever read.

A beautiful meander of a book

Olivia Laing, in her new book, The Lonely City, picks up the topic of painful urban isolation and sets it down in many smart and oddly consoling places. She makes the topic her own . . . Perhaps the best praise I can give this book is to concur with Ms. Laing’s dedication: 'If you’re lonely, this one’s for you.'

Luminously wise and deeply compassionate, The Lonely City is a fierce and essential work. Laing is a masterful biographer, memoirist and critic. Fearlessly tracing the roots of loneliness, its forbidding consequences, and its complicated and beautiful relationship with art, it is powerful, poignant and magical. Reading it made my heart ache yet filled me with hope for the world