Mary and Max - About two penpals. Max is an overeating New Yorker with Asperger's while Mary is an Aussie girl who seems to have a problem with SA and an alcoholic mother. One of the funniest and saddest movies I can think of.
Most Woody Allen movies with Woody Allen in them -- Annie Hall, Love and Death, Manhattan, Play it Again Sam, Hannah and Her Sisters.
Eternal Sunshine of the Spotless Mind - Jim Carrey's character exhibits very SA-like traits.
Harold and Maude - About a relationship between the anxious/depressive teen Harold and the free spirited octogenerian Maude.
Ghost World - The female lead Enid has trouble fitting in during post-high school life and Steve Buscemi's character is reclusive record collector.
A few horror movies actually center around characters who seem to have SA that causes them isolate themselves, which is the root of the horror elements.
Roman Polanski's first two films, Repulsion and The Tenant. The leads in both are driven insane by isolation.
Carnival of Souls. Hard to find B movie, but well made. The lead is a shrinking violet similar to the one in Repulsion.
"They had to laugh, otherwise it would be too terrifying." -Bukowski