Gep, some advice for you.
1. Give yourself time to let it sink in. Depending on how long you were there (I assume not long since you were the new guy), take a couple days or a couple weeks to get yourself together.
2. Assemble your resume. Most people don't put nearly enough thought into this. A good resume is the difference between a job and no job for a lot of people. Considering your field, you should assemble a portfolio of your best work that showcases your range and skill.
3. Don't get discouraged. Network. Sign up for as many job sites as you can. Get networked on LinkedIn or any similar service for people in your field. Talk to your friends and family, and once you've got your resume and portfolio together, put out feelers to see if anyone you know--and anyone they know--has any potential work for you.
As for moving, well, it sucks, but sometimes that's what you have to do. I am currently working in New Jersey while my wife and kids stay in Indiana, because I lost my job there back in December. I got a new job pretty quickly but there are some issues surrounding them moving up here. My money goes a lot further in Indiana, too, so we're not exactly in a hurry to move everyone up here, if it ever happens.
Just be sure to take a little time for yourself. I know I was horribly depressed when I was jobless. I slept all day and had no motivation to do anything. It was only through force of will that I made myself send out resumes, fill out apps, and call companies and recruiters.
That was a dream job, too. Any chance of being called back? 
