I totally get where you are coming from. I have struggled with depression my whole life and I am all too familiar with the feeling of being alone in a crowded room. For me there is no one thing that always helps but someone suggested that you may need more time to yourself.
I actually agree with that to an extent. Sometimes I find that I get overwhelmed with helping the people in my life deal with their problems and forget to focus on myself, Then I start to feel like "Hey what about me?!" Those are the days that I remove myself from everyone else's drama and try to find time to focus on me. (go for a walk, read a book, just sit still and relax, go have lunch by myself, etc) Then when I feel recharged I can come back to reality and deal with people again.
I also love love love listening to music. Especially really loud music with awesome lyrics that gets me pumped up and makes me want to move. You have to find your thing and make time to enjoy it once in a while.
Also take comfort in the fact that you are not the only one that feel like this, There are so many people here that feel the way you do. YOU ARE NOT ALONE!!
Finally, if you truly can't shake this feeling please seek professional advice. It is ok to ask for help. Asking for help is a sign of strength not weakness. You are worth the energy that you put into yourself.