My sister says "With my luck...." and means it. We all (or most of us anyway) have at one time or another said "with my luck [something bad will happen/continue to happen]" but most of us aren't serious. It is more of a expression of frustration or defeat than of actual belief. My sister seems to believe it. A friend of mine (and her co-worker) likened my sister to Eeyore. Now she may be the "office Eeyore", but his description of her and how she is like Eeyore didn't sit well with me.
Sis will tell everyone, and just about anyone, everything that is going wrong in her life from not getting off the days she requested to her car being reposed. And she often acts/talks like somehow the world is out to get her. These traits would make her a source of depressing conversation but that doesn't make her depressed and Eeyore isn't paranoid.
Eeyore is in the grips of a serious depression. He doesn't think the world, or anyone in it, cares about him. In order for the world to be out to get you, it has to know you are alive. He is genuinely surprised when people do nice things for him. (One of his Disney-catchphrases is "thanks for noticin' me.") He doesn't expect good things to happen or anyone to care. He doesn't want to bother other people. He just sits in his house of sticks and ponders things*. I should know I strongly identify with Eeyore. (or as he spells it Eor.)
I tried to convince my friend that I'm more like Eeyore than my sister but he wouldn't have any of it, then our movie started and conversation ceased in favor of Halle Berry, Bruce Willis and Taco Bell.
*Please note it has been a while since I read any A.A. Milne or watched Winnie-the-Pooh on TV (or movies) so my impressions may be inaccurate and colored towards the Disney version watched more recently. Wikipedia actual has a nice, I think, description of Eeyore and the British-ness of his personality. And while I'm on the subject, I generally prefer Shepard's illustrations (or the other early renditions) and the "classic Winnie-the-Pooh" over Disney's except I do like the blue-grey of Eeyore's coat of the Disney marketed items. (BTW, Pooh should not be bright yellow, but honey-gold)