I don't have literally nobody because my husband is still alive. However, he is a stroke survivor with reduced abilities, mental and physical, due to the resulting brain damage. I have absolutely no family at all. He has 6 nephews, none of whom even send a Christmas card, much less phone now & again to find out how he is. When we retired 20 years ago, we moved to a completely new area halfway across the country, thinking we'd easily make new friends, join clubs, do some charity work, etc. His strokes happened just under a year after we moved and we quickly discovered that, unless they've bosom buddies for donkey's years (and even then not necessarily), people don't keep in touch when you drop out of their immediate sight. Of the new friends & acquaintances I did manage to make here, just one pops in for a natter 3-4 times a year and, even then, I have to make an appointment that fits into her busy schedule of "real" friends. I have a suspicion that she thinks of us as a charity case or a some kind of duty she should perform as a good Christian.
So, effectively it's just us - and, because of DH's limitations, increasingly I feel it's just me really. The key is to not feel too sorry for myself and to think of the pluses to being alone rather than the minuses. It's hard when something goes wrong (leaking roof, central heating failure, tree taken down by a gale) but it makes some things much easier, not to say cheaper (no Christmas gifts to buy, no arguments to face about who hosts a family event, no need to heat the whole house, etc). I can sit here, on Gransnet or anywhere else, and be sure that I won't be interrupted. I can walk around the house in grunge order (or in no clothes at all), knowing that no-one will be knocking on the door (unless I'm expecting a delivery of course - Sundays are exquisite "me" time!). Yes, it can be horrendously lonely but, again, my key is to accept that I have to lead a solitary life and not keep hankering after other people to entertain me. If you're physically strong (and I'm not) there are a hundred and one societies and clubs to join, if you're into that kind of thing. Otherwise, there are websites like this one, or I can pick a topic and do online research (not everyone's idea of fun but I love it).
Luckily for me (and DH), we both appreciate the same kind of music (he's an ex-musician - curtailed by the vagaries of declining health), we love art & theatre (sadly, no decent galleries or theatres locally - a serious error in judgement when deciding where to move to! - but we have our books, CDs and DVDs collected over our combined lifetimes).
"Living with what I have and not giving in to unrealistic longings" is probably the short answer to "How do you cope?"