The funny thing about building a local scene for a game that isn't really popular, is that you can never REALLY know who plays just based off the internet at all. There are some players that just don't use forums, message boards, or chats, for whatever reason. A lot of the players I have known that play KOF were through mutual acquaintances, or people that I have seen in the arcades here in the past. One player I found through a facebook event for another local game tournament which was incredibly unexpected.
I play Melty Blood, and I can't find NO ONE to play with seriously in that game at all offline. Either some people played a little bit, or they lost interest or they are very busy, etc.
So, honestly some people I feel are a bit more lucky than others. I do believe that it depends on your location to while it would be more easier to find people in common with more niche things in a bigger city than it is a village. It also depends on sharing that interest publicly...some really small places overseas have a KOF machine hooked up in a corner store or under a hut, which can build a local scene just by having random people stopping by and playing it.
I would say if you are still having trouble finding players, locally, try not to limit your options when finding others. Stay active and connected to a forum (like this one) just incase someone pops up and joins that may be from around your area. Keep playing and practicing, and always keep your eye open. Keep your interest known to others but don't be annoying with it.
You could be walking past someone that plays KOF and you would never know it.