Surprisingly, you don't have to live in NYC or LA to get extra work. Crews film all over North America, mostly during summer and fall months. I live in smallish city in North Carolina, and I can't tell you how many television shows, commercials, webisodes and films were shot within two hours of me.
A friend of my sister's has even gotten the most coveted extra job, being a walker on The Walking Dead. He's done it twice. I met a lady that got paid thousands to be in a food stamp commercial with her kids. I can't wait to try my hand at more interesting work as a "background actor." A hobby that pays you!!!!
Check out Auditions Free. They are one of the few websites that don't charge you to get the contact info for extra work. Hope to see you on set someday!