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Phrase said by somebody who is about to try solving everything by themselves, and will screw things up really, really badly. Or somebody who has already screwed everything up.
Anyone who refuses help with this phrase is convinced that they need keep their problems secret and solve them on their own. This can only end one way: learning An Aesop about pride. Unless they say "leave me alone" and then add, "nothing's wrong" or "I can take care of myself" or "it's none of your business". In that case, they've screwed up even more badly, and may get themselves killed before they can learn their valuable lesson. Remember, Loners Are Freaks and friends are good for you.
Of course, every now and then there's a character who is so Badass that they really can handle everything themselves. They never say "Leave Me Alone". They say "you'll have to trust me" or "don't help me when I don't want to be helped" or something that sounds equally high-minded. Unless, of course, they resort to the classic "Stay out of my way," in which case An Aesop about teamwork may not be far off.
- In Degrassi Junior High, anyone who says "leave me alone" will inevitably come crawling back to the person who offered them help.
- Subverted numerous times in Incredible Hulk, when the Hulk, and later Banner, tell the other heroes to leave him alone, or rather Leave Hulk Alone, and, what do you know, it turns out that they should have left him alone.
- Said by Zuko of Avatar: The Last Airbender when the Gaang tried to help Iroh after he'd been struck by Azula's lighting.
- Later, after his failure and near death at Ba Sing Se, Aang briefly adopts this philosophy and abandons the others to go alone, but is snapped out of it when the rest of the Gaang follows.
- Also, Mai at the beach.
Mai: You want me to show emotion? Fine! Leave me alone!!
- Subverted on the animated Legion of Super Heroes. Rebellious Princess Phantom Girl tells teammate Timberwolf that she can take care of herself. Cue monster sneaking up behind her...whom she hears in time and phases straight through. Played straight with Timberwolf in the second season, with Phantom Girl and Chameleon Boy being the ones helping out.
- Said by Dr. Manhattan in Watchmen when he is mobbed by reporters.
- Final Fantasy VIII's Squall Leonheart embodies this trope. He even admits he's a complete wreck later in the game, but he still won't accept anyone's help because he can't trust anyone anymore. Trying to isolate himself only makes things worse.
- In the animated Teen Titans, Raven tried dealing with several matters on her own, from heartache to the end of the world. Try as she might, she couldn't quite keep her friends from getting involved somehow.
- Batman has proven to be a "you'll have to trust me" version of this trope.
- In Tokimeki Memorial 2, this is the bread and butter of the Kaori events "Farewell..." and "The person I can believe in". Thanksfully, the next day, the protagonist manages to find the right words to convince her not to behave like that.  Kaori's "Watashi no koto o mou, kamawanaide" (= "Don't mind about me anymore") is one of the most famous quotes of the game.