A big move can throw any sane person out of whack. Be sure to give him time to adjust (anywhere from weeks to months).
Remind him of the things he loved to do before the move — going for a run, going to the theatre, riding rollercoasters, reading good books, whatever it may have been. He may be too overwhelmed to remember these activities.
Make sure he knows you're there to help any way you can. Listen to what he has to say.
If he continues to worsen, share with him your concern and suggest he find someone in his new city with whom to talk (a therapist, pastor, rabbi … someone he trusts).