This sounds so much like something I went through a few years ago. I met a man online who I felt so amazingly comfortable talking with. We emailed back and forth for a long time, and he only lived an hour away from me. It's way too long a story to tell here, but I discovered he is married.
It does hurt immensely, especially when you feel such a connection. If he had only been truthful with me when I had asked him why we weren't meeting. I can't begin to tell you how much I was hurting.
We still occasionally communicate, and I see him on a rare occasion.... not in a dating situation, but in a totally different light.
In your case, I would try to talk with others too so you're not thinking about him all the time. It does help. Trust me, I've been there.