This is basically the only kind of movie that Paul Schrader writes, so along those lines: THE CARD COUNTER, MASTER GARDENER, BRINGING OUT THE DEAD, AMERICAN GIGOLO.

Schrader was hugely inspired by the Robert Bresson movie PICKPOCKET:

> “The movie that was most important to me was Pickpocket because when I saw that in 1969 it made me realise that there was a connection between a religious upbringing and my profane presence. […] It almost made me realise that there was actually a place for me in filmmaking, I was a critic, and I didn’t think there was, but then I saw this movie about a guy who writes in a journal and goes out and steals stuff, and I thought, I can make something like that. Then three years later, I wrote Taxi Driver.”

He wrote about it here: http://www.paulschrader.org/articles/pdf/1969-PickPocket.pdf

Off the top of my head, movies that might fit the bill: CALVARY, IN BRUGES, THE FLORIDA PROJECT, A SERIOUS MAN, THE MASTER, BAD LIEUTENANT, THE WRESTLER, LE SAMOURAI, A SINGLE MAN, SHAME.