I have trouble making friends. I have a lot of online friends that I've been with for over 6 years, but irl I have so much trouble making friends with my peers or coworkers. During work we're cool and chat and shoot the shit, but they go out and do stuff together and I'm always just alone in my room playing games. Since I'm more of a work-buddy, I'm never personally invited. A lot of times I feel lonely and depressed, and my co-workers always are asking if I'm feeling okay. What do?
Try to initiate something. Don't wait on others to invite you, because at this point they probably just assume that you don't want to go with them (well anon would have asked if he wanted to hang out with us after work, right?).
I don't know what's appropriate after work activities in your industry, but if people usually go out for drinks after work, you could try something like "hey Billy, wanna grab a drink at Pepe's Irish Pub after work on Friday?"