SpaceX happens to have another barge for the Vandenberg launches. It still is a big deal in terms of landing in a desert, as you have the option of either trying to fly laterally to Mexico (with some international arms control problems with ITAR) or overfly Los Angeles and/or San Diego with that rocket.
Vandenberg happens to be located at a point where California sort of turns off to the east, and is used for polar orbits explicitly because there is a whole lot of nothing except for ocean between Santa Barbara County and Antarctica. Try to look at a map sometime and answer this question: Which city is further west: Los Angeles or Reno?
There is a landing pad being constructed both at KSC (in Florida) as well as at Vandenberg. Right now both NASA and more significantly the USAF (for Vandenberg especially) are waiting to see the results of landing on the barge first before formal approval for landing at the pads is going to be authorized.
It should be pointed out too that SpaceX does have a landing pad with several dozen square miles of desert to work in at Spaceport America in New Mexico. There was some construction work going on there at least in the recent past, and so far as I know the tests to be conducted there haven't been canceled although most of the current effort seems to be work on the revenue flights like this CRS-6 flight rather than the proposed test flights in New Mexico that were to be suborbital flights mainly going up really high and then coming back to the Earth with possibly a flight over White Sands (which is adjacent to Spaceport America and is both restricted airspace and ground access due to it being a military base). Flight clearance at that location is such that they can go much higher there than they can at their Texas test facility.
As long the launches are at KSC or Vandenberg, however, the recovery at the moment will simply need to be at sea. Physics also plays a part as other than returning to the original launch site, down range from either launch site is simply ocean as far as you can go in the general flight path.