Prey for Rock & Roll is this kind o movie, as well as "Chasing Amy", "Dark City", "Leaving Las Vegas", "THX-1138", etc. It first called my attention years ago, when I watched it on TV, and it still gets me every time I watch it.
While "Chasing Amy" and "Leaving Las Vegas" are, in their own unique ways, love stories, "Prey for Rock & Roll" is a movie about dreams, about the quest to achieving what we crave for.

http://www.youtube.com/watch?v=H-VcwC0Atk0