If your girlfriend has left you just recently, I want to assure you that there is still hope to get her back and that I totally understand what you're going through, I believe you'll be able to get through this.
Despite this, are you finding yourself pushing the panic button? Things like you're afraid of her meeting new guys in town, you're having insomnia, you're feeling lonely during the nights, and that every time you heard a certain songs your tears uncontrollably come flushing out.
So, the question again – "My girlfriend left me, is there anything that I can do immediately?"
Good news for ya. Yes, there certainly is. Plenty, in fact.
Head down to the nearest traveling companies, get yourself a 2 days off to some where quiet, you need the time and space on yourself alone to get through your feelings and emotions, do not neglect them though.
Whenever you're emotionally stable, then you're ready to take your first step – to analyze the relationship, focus particularly on the mistakes that you've done and not hers. Your girlfriend will not leave your without a reason, try hard recalling your conversations, she must've mentioned something over and over again, but you did not take it as a matter.
Also try your very best to not contact her for the time being, this would certainly give both of you some time to reconsider things should there be a U-turn in your relationships. Instead, take all the time you have here and go self-improve on the problems that you've found out on you.