Friends of friends. Ex-colleagues (easier to make friends with if your workplace is somewhere conducive to going for drinks after). Meetup and other Internet things. Going to a gig/theatre/... and starting conversations. Once you have one or two friends it becomes much easier to make more, because you go to social gatherings where you can talk to people and find more people you have something in common with and stay in touch with those, and when you do that in the big city most of the time they also live in the same city.