I COMPLETELY understand! I had plenty of friends in high school and college, and I am still very emotionally close to them, but geographically, we range from a 3-hour drive to a 15-hour plane flight apart! When we moved about 4 years ago, I was startled by how hard it was to meet people. Our neighbors are the age of my parents, we had no kids (and when we did, they were too young to help us meet anyone), and I was writing my thesis from a distance (and so I didn't even look for work). I didn't have a clue how to make friends. I began to get depressed, especially since my husband works long hours.
I began to feel differently when I got involved in volunteer work. Yes, I had to give up a couple Saturdays a month (since I had no one to watch the kids unless my husband was home), but I had a way to get out of the house and have adult conversation, even though most of my volunteer coworkers were also outside my age group. Eventually, I found a couple people I really clicked with, and invited them out for non-volunteer-related events. I now have several close friends, although, 4 years in, I can still count my friends in my new location on one hand. But even just having one person to call when you're bored or lonely makes a huge difference.
Do you have something you're passionate about? If so, get online, do some research, make some calls, and get involved. If not, consider getting involved with your church or kids' school. Put yourself out there in a situation where you'll have to talk to people, and even if you don't find any close friends, at least you'll have people to talk to. Good luck.