It feels like one of those things which creeps on you, and before you know it, you aren't attending social events, you don't have much energy or confidence, your perception of others becomes skewed, and it all seems pretty helpless.
Regardless of whether its church or a weekly Meetup.com event or a Recreational Sports League, there is an immense benefit to going somewhere where one finds fulfillment while incrementally getting to know a community. Just by showing up and not being a dick, strangers become friends, and often times even more. It's something I always recommend to people in their 30s who are finding it hard to make friends after college. My friend doesn't believe in the Buddhist religion but has attended the same temple for many years, and it's been incredibly helpful for him in terms of making strong social connections.