I feel you. I tend to really be down when I move to a new school, but am usually okay after the second semester. No such luck.
I still hate my new school/city and am excited to move again next year, lol. But, there are a few things I've done to at least make it manageable:
*Get involved. Is there some community service you can do? I always try to volunteer somewhere because I tend to feel better if I'm accomplishing something.
*People mentioned founding an alumni group or joining a church and that sounds like a good idea. I joined the local chapter of the professional organization I was in in college and it's helped A TON. I've met some new people but, as I was a member in college, it's still familiar.
*Travel. This new place is bearable because I get to see all the surrounding cities. NY is a few hours away, so I went for a weekend and had a blast! I'm constantly going some place new--places I've never gotten to see because I've never lived near them.
*Get some hobbies! I've taken up a few things I'd always wanted to try, but never did--things like figure skating, ballroom dancing, yoga, etc. Is there anything you've always thought was cool? Now's the perfect time to try it out. You might surprise yourself!
*A therapist isn't a bad idea. At the very least, it's someone who will listen to you while you just get it all out. Calling your friends back home is good for this to--makes them feel missed.
I hope your feel better. It's tough being in a new place and it takes a lot to "get happy." It might be awhile, but it gets better.