Somehow, I'd managed to shelter myself enough and live comfortably enough to where I stopped noticing less-fortunate people. It really depressed me, because I had previously thought of myself as a fairly empathetic person.
To help combat this I donate a fair amount of money ($50/month) to mental-health research and make a conscious effort to pay attention a bit more when I'm walking around.
I'm hardly a hyper-successful person, so I can't imagine how hard it would be to empathize if you're a multi-millionaire/billionaire.
EDIT: I know throwing money at a problem hardly counts as "solving" the empathy problem, but it does help me assuage some guilt.