Movie theater, live concerts, comedy shows, etc are ideal for a single person. Most are in the dark or dim light; everyone is looking forward and focused on the same thing. No one is looking or judging you. It's a group experience without having to feel social pressure.
I have gone to many science fiction/ fantasy conventions alone. Even if I don't engage anyone, I feel a group experience and excitement.
Oh and sometimes you can get a discount or last minute ticket to an unsold single seat. If feeling adventurous you can always say something to a person near you about shared interest that you are about to watch.
I find fine dining by myself far more intimidating, Although I have done and enjoyed that too.