Most commonly, "let alone" is used to add extra emphasis to a statement. By itself it doesn't feel particularly positive or negative. It depends on the context. I second Gary's notion that whatever follows "let alone" must be more difficult to obtain than what is mentioned before.
EX: I don't have a bicycle, let alone a car.
Think of the situation. You're trying to get somewhere, but have no way to get there. Public transport isn't available so you try to arrange transportation by another means. The person on the phone isn't particularly helpful and can't understand why you can't meet them somewhere far away. In a moment of frustration, to emphasize exactly how "without transport" you are, you say "I don't have a bicycle, let alone a car!" This tells the person that you really need their help because you don't even have a bicycle to get you from place to place. Transport via car is much more common than transport via bicycle, and usually if people don't have a car, they at least have a bicycle. Someone without a bicycle or public transport is stuck walking from place to place without help.
!!Bonus!! In the southern states to "let (someone) alone", it means to leave someone alone. Ex: "Let her alone!" It's completely incorrect grammatically, but used quite often in the deep south.