Also, there's really not a substitute to getting out to a place in person. For me at least, it really helped getting out of my smallish Arizona town and moving to Phoenix. There's several reddit threads and apps where you can couch surf, just be honest that you're having a hard time getting your career started and that will open some doors for you.
Once you're there though, get out and meet people. Go to as many professional and special interest meet ups as you can and talk to people saying that you're new to the area and looking for work. Even events like non-fiction book clubs indirectly led me to meeting people that have given me job leads. Research companies in the area on linkedin that interest you and cold call/twitter DM engineers or leads in the company and offer to buy them a cup of coffee and pick their brain. Having this unique interest in their company and bringing a bit of enthusiasm when learning about it goes miles. I honestly believe two weeks in a location is worth two months cold applying online; especially for someone just starting out.
edit: Final thing, have at least one project you're proud of that you can demo and show off to people that you meet. It doesn't have to be perfect, but you have to be able to talk about it with enthusiasm. A web-app. A video of a circuit you made if you're EE. Something that shows you can execute and aren't just someone that's all talk.
That's pretty scary too, though. If it was just you (or me, or a specific person), you (or me, etc.) could strive to improve. If there's nothing out there, there's nothing you can do.
I have applied to a total of 46 positions within a month. This has led to six interviews, several of which I received no response, 13 formal rejections, and one job offer which I declined (The decline was due to the position being advertised as a developer role, yet the recruiter mentioned that about 50% of the duties would involve support tasks)
Seeing this thread gives me some relief. At least it's not just me but a broader trend across the whole industry