Holden Caulfield from Catcher in the Rye seems like the obvious answer to this, but he's an annoying, self absorbed little prick so I hesitate to recommend the book. Even though I liked the book when I read it in high school, Holden kind of irritates me as a character now.
Wonderfalls might fit your criteria? The main character is a sarcastic, disillusioned, underachieving retail worker who lives in a trailer park probably because she knows it embarrasses her family. Weird stuff happens in the show that sort of changes her perspective, but her overall personality is pretty enjoyably sardonic.
Mushishi might also be a good option. The main character isn't really what you're looking for, but it's episodic and so has different characters almost every episode. Upon watching it a second or third time I realized that almost all of these characters are SUPER depressed and living miserable, hopeless lives. It's also a really calm and relaxing show (and really good), so if you can get into it I'd say it's worth watching regardless.
Fräulein Else by Arthur Schnitzler is basically the main character's internal monologue where she's unexpectedly forced to do something to help out her father, and basically gradually realizes over the course of the book that everything is bullshit. This is obviously a huge oversimplification of the plot. I read it in German, so I can't vouch for the quality of any English translations.
