I came to the city of Barcelona without having friends. Being Latin I had no trouble socializing with Europeans, the trick is don't give a
about trying. I made friends quickly and still making friends until today (11 and a half years have passed).
The main tactic I've took was to make friends with people from work. This introduced me to the social circle of several people, especially second tier, friends of my coworkers. This had good crop of friends but not enough nor quality.
The second tactic I've took was dating women. Every woman I met in person I was proposing stuff, to do things, practically, this was my shameless attitude and gave many fruits, especially because Europeans love the active attitude to the passive one. Dating out with girls I met more friendly people, but the bad thing was that leaving the girl i was losing also mostly of their friends.
The third tactic was going to conferences and meetups small issues where I met people who liked the same thing to me, basically, is where most friends did and where I had more sexual adventures too :). Basically, after meetups I invited everyone to party at my flat, or dinner, the usual stuff europeans do.
After 11 years I can not complain, I feel supported by my friends.
What I learned is: learn more languages to speak the the most possible people and be open, relaxed and careless. Life came a bit easier this way. I don't know if this can apply perfectly at USA but in Europe isn't so easy as in Latinamerica.