They rely on career services or troll Monster.com, where one posting draws hundreds of applicants. If you can't get a paid internship, start a tutoring business or baby-sitting business, or consider auditing classes or shadowing someone in an industry that interests you.
Now is the time to expand your network. Go through your résumé line by line. Think not just of family and professional contacts, but also connect with high school and college friends, people at community organizations, churches, sports clubs, and ethinic-affinity groups. Tell all of them you're available and looking for work. This is the time for a guerrilla job search.