All by myself

Some might know this song by Eric Carmen/Céline Dion. It was made famous by the movie "Bridget Jones diary".
Here is an extract of this movie:  All by myself


In English there are quite a few expressions that mean : "seul"

1) alone
     
    "Alone" just means "seul", not with other people.
    
      He was alone at home.


2) lonely

     this means that you are alone, but that you are sad to be alone.

     Yesterday evening I felt sad and lonely.


3)  all by myself

     This expression changes, depending on the subject. 
     So you say:   I was all by myself
                            You were all by yourself.
                            He was all by himself.
                            She was all by herself.
                            
      

4) on my own

    "I  did it on my own" means "I did it without help from others". (Fr: Je l'ai fait toute seule.)

     Here as well it depends on the subject:  

     I did it on my own.
     You did it on your own.
     She did it on her own.
     He did it on his own.
     We did it on our own.
     They did it on their own.