In EMS, there's a saying: if you drop the baby, pick it up.
Dropping the baby is like the worst thing you can ever do, but for Christ's sake, don't just leave it on the ground, do something about it. I've gotten involved in local government. Local government is great because you can still affect change there, and you can affect change that can snowball into something bigger with other people in other local governments making those changes. I'm on the city's bicycle commission, and I'm working with local organizations like the 'Council for Leadership and Justice' and 'Strong Towns' to try and make the world a better place than I found it. Is it futile? Sure feels like it sometimes, time will tell I guess, but the trying helps me feel better for a few reasons, not least of which because it puts me in contact with others who care enough to try too.