My H and I do not live near either extended family; mine is 7+ hrs away and his is across the country. Similar to you, we moved here immediately after we got married, although we did not live near family then either. Unfortunately, because I work (long hours) an hour from home, the few friends I have made since our move all live over an hour away, so are less helpful. To be honest, there have been many times since our LO was born that I wished family lived nearby, whereas I never wished this before she was born.
Right now, with LO just two months old, I wish I had more help, both emotional support and practical help. My best advice would be to make your own family among friends in the area. There is nothing that says that your support has to come from blood relatives. Prior to our move, if I was unable to travel to see family, I spent holidays with close friends who became family to me.
Having just spent LO's first Christmas alone at home with MH and me, skyping with family, it makes me sad that LO won't know her extended family in the same way I did growing up. However, at this point there is nothing I can do about this, as moving is not an option for us (MH is in the military). Our LO will not be as close to her cousins, which saddens me, but we are doing the best with our situation...