If it's not from work, it's hard. I still hang with my same groups from University and my childhood. Don't really have any new friends. Maybe through my girl's friends, but we don't chill independently so they don't count.
IF I needed to make friends though, I'd get involved in things. If I was into art, I'd join some sort of art class. Excercise? Join a running club, etc. Find what you like to do and get involved in activities. You'll make friends that way.
You'll find people that want to stick to their own group of friends, while many others are open to friendship. The best friendships though are the ones you establish when you are young.