Charlie Brown
Those who only know the Peanuts characters from the cartoons are probably unaware at how much depth and inner tormoil. Charlie Brown in particular was constantly depressed, angst ridden and filled with anxiety. Constantly pining away for love and approval that would always seem to alude him. Although he never gave up trying, he'd constantly fail at things (be it baseball, kite flying, etc), and was constantly picked by the people who were supposed to be his friend (the girls in particular.)
Calvin (Calvin and Hobbes)
What can I say? We both have a warped sense of humor, and overactive imaginations that often make others look at us as though we're weird.
Oscar (Let the Right One In)
This was especially true in my Junior High years. Like me, he's a lonely, isolated fellow, rejected by his peers, often fantasizes about taking revenge on his tormentors.
Sadly, I'm still waiting for my Eli.