We should film one about a guy who is convinced he lives in a dystopian society, but when he talks about it, people just keep on talking about movies.

Roofies.

How come I can't find "Threads" on netflix?

Because the entire thing is up on Google Video: http://video.google.ca/videoplay?docid=-2023790698427111488&q=threads&total=1839&start=0&num=10&so=0&type=search&plindex=0

Not a movie or novel, but a game: Beneath A Steel Sky
I don't know how far the dystopian-theme goes, as I'm not done with the game, but it seems to be the direction the game is taking. It's also free and runs with ScummVM.

Alphaville is a good one (and it's by Jean-Luc Godard, so that's a plus)

Most of the one's that I would have mentioned have already been mentioned, perhaps we should make an overall list of the recommendations (I'm too lazy though)

Another one that doesn't seem to have been posted is "Natural City" it was only alright. It's similar to Blade Runner. Also, I haven't seen it yet, but the movie Soldier is basically a sequel to Blade Runner (although not officially and I've heard it was terrible)