Crooks: he is lonely because he's the only black man on the ranch and he's in charge of the other ranch hands. Not only does this isolate him, but they are also prejudiced against him. He has no friends and no where to belong.
George: George is lonely despite the fact that he has his brother. He does not have someone with which to share and understand his innermost thoughts and fears. He's given up a great deal in the way of relationships so that he can take care of his brother. It has made him lonely and sad, and sometimes resentful.
Curley's Wife: It is very telling that she has no name...just a title. She is lonely because living on a ranch with a bunch of men and an abusive husband is not what she had in mind for her life. Her dream will never be realized and she knows it. With no one but her abusive husband to speak to, it is no wonder that she amuses herself by stirring up trouble.