Some places are just very insular and hard to break into socially, like zoom-zoom described. I lived in a place like that for a while -- it had its long-time residents and it had its transients. I guess I was in the transient camp because I was new, and while I tried to socialize in both camps, it seemed like only the transients were open to making friends. Nothing wrong with that, until the friend you made last month is moving on to another location.

In contrast there are places that are constantly absorbing new people from all over the place, and they tend to feel more welcoming and it's just easier to meet people through a variety of venues and activities.

As long as you feel like you have a good reason to be where you are, it's worth being persistent. You might find friends in the most surprising situations.