Chailya on WoW Ladies did something cool that I'd bet quite a few players have done-- she formed what you might call a "microguild." In her case, it's just a guild with all of her alts in it, but there are all kinds of tiny little guilds for all different reasons-- in Guildwatch the other week, we featured a guild that had only three 60s in it, that were running around doing all the old content. And in the comments of Chailya's post, there are all kinds of fun stories-- people who formed a guild with just them and their significant other, solo roleplaying guilds, and even guilds created just for comedy value (one guy called his solo guild "Attorney at Law").
My story's a little stranger-- one day I randomly got invited to a guild on one of my alts, a gnome mage. Just to see what the deal was, I accepted the invite, and the guy who invited me /gquit immediately, leaving me as the only person in the guild. For a few days, I thought it was funny, having a guild all to myself. But eventually I passed it on to another person, and I don't know what happened to it after that. I'd look it up on the Armory, but to tell the truth I don't even remember the name.
Have you ever started up or been a part of a micro- or sologuild? It can be a lonely experience, I'm sure, but being in a guild is a huge part of identity in the game, and people who do this (as I said, there are probably more than you think) are simply choosing their own identity rather than joining in with a big group. As a guy who likes bigger guilds, I'd think you're missing out on a lot by staying in a tiny guild or a guild with just yourself. But there are probably plenty of benefits to doing it as well.