A route between the sensors and the sink in opportunistic sensor networks may have never existed. Traditional routing protocols cannot be directly applied to deal with the disconnection problem. This paper develops a mobile relay infrastructure approach to supporting data delivery in opportunistic sensor networks. Mobile relays cooperate to establish a routing infrastructure by modifying their trajectories. Unlike previous mobile infrastructure schemes, mobile relays move to specific positions and forward data instead of buffering and carrying data. The approach has been successfully implemented in the network simulator ns-2. The simulation results show that our infrastructure significantly improves the packet delivery rate.