Hah. Reminds me of an old predicament I had. My first long-term girlfriend broke up with me because her parents didn't approve of us dating... after over a year!
It's not a fun situation. Personally, I believe that other people (even parents) should have no influence on how a relationship works (outside general concern for their daughter's happiness/safety), but unfortunately, not everyone agrees to that. It seems like your parents approval is an important component to your relationship for your boyfriend, and unless you can convince him otherwise, you might just be incompatible.
That said... it's alright to cry, it's alright to be sad, it's alright to miss him. You'll be surprised how much time will help you get over this. Whatever you do, don't lock yourself into a proverbial funk. After a little while, keep trying to see new things and meet new people, and soon that feeling that "there's no one else for you", will start to disappear. Everything won't seem so dark and colorless, and you'll realize that there are still an infinite number of opportunities and people that can make you happy.
tldr; I agree, sucky situation, but chin-up. It'll get better.