How can I achieve a look like this?

[Dylan Pank]

I think the sound adds something to the feel the OP is referring too. The distant hum of city traffic always gives me a somewhat melancholy feeling.

There's a good section on the Seven DVD commentary where the sound editor talks about how he designed the soundtrack for ascene with Morgan freeman in bed. I don't know if the words "bleak" or "alone" were actually used, but they could have been.