You have to consult with a lawyer. It will vary by jurisdiction, but in some cases this could be taken to court. Most US states are at-will employment. This means you can quit at any time, as well as being let go at any time. However, if you can prove that accepting this offer has cost you resources and other job prospects, you may be entitled to compensation based on the laws of your jurisdiction.
In my opinion, that would be hard to prove. You stated you "neglected" to go on other interviews. Had you gone on those interviews and received offer letters and turned them down for this job, and these jobs were no longer available, then you might have a leg to stand on. However, you did not go to these interviews and therefore were not offered the positions. You cant prove loss of wages, if there were no wages to be lost. Unfortunately, I think that would stop any possibility of compensation.
Again, you need to consult with a lawyer in your jurisdiction.
Edit: Gotta love the random downvotes. However, I know this to be true, as my best friend went through a similar scenario. However, he was working at the time. He did have other job offers. He left his job, turned down the other offers, and moved to a different state, only to have the job terminated before he started. He took them to court and won.