High Fidelity! That’s a great movie about break-up obsession. Singles is also fantastic. Surprised I didn’t think of that one, myself. Pretty much everyone gets dumped at some point in Singles.
I just remembered The Wedding Singer, as well. Fun example of post break-up blues ala comedy.
Modern Problems with Chevy Chase and No Small Affair with Jon Cryer, though in the last one he’s spurned rather than dumped, but he still takes it pretty hard.