Thus Spoke Zarathustra: A Book for All and None by Friedrich Wilhelm Nietzsche is not technically a poem, but the entire book is written in poetic prose. He speaks often in the book of his loneliness. You may find it interesting.
You can download the book at no cost at Project Gutenberg.
Here is the link to Thus Spoke Zarathustra:
http://www.gutenberg.org/etext/1998
If you want to get
really depressed, read Schopenhauer.