When people move to a new country, an important aspect of their integration into the new environment are the contacts and friendships they make there. In this paper we study the composition of Facebook social networks of people who have moved from one country to another. An immigrant might form friendships with natives in their new country, with compatriots from their home country who have likewise emigrated, or with immigrants from other countries. Through the structure of friendship ties, we compare the integration of immigrant populations with locals in their current country, with affinity between immigrant groups, and with the spatial density of immigrant communities. We find that culturally similar populations tend to have higher co-immigrant affinity when residing in a third country, and that this in turn correlates with how readily immigrants from one country integrate socially in the other.