The answer is nearly always: leave it alone.
The vast majority of these birds are not orphans. Invariably, the ones that are "rescued" by well-meaning people end up dying because the folks that bring them home are like the proverbial dog that caught the bumper. Once they catch it, they have no idea what to do with it.
It is perfectly normal for a baby bird to leave the nest before it can fly. Baby birds grow rapidly, with many species leaving their crowded nests inside of two weeks. They are awkward, not fully feathered, and cannot fly.
American Robins, for example, can't fly when they leave the nest and are often found bumbling around, apparently alone and helpless. However, even if they are on the ground, their parents are most likely tending to them. The parents may be off finding food, or just in hiding because they are more wary of you than the young ones are.
If the baby is in immediate danger of being stepped on, run over, etc., you can move it a short distance. It isn't true that the parents will abandon it if it has been touched by a human. Do not chase the baby bird all around trying to catch it. The stress can kill it. If it can evade you, it can likely evade a predator.
Sometimes a nest gets blown down in a storm. You can reconstruct a nest in a container with drainage (like a berry basket) and securely fasten it near the original site. Do not try to raise the young yourself, it is not only difficult, in the U.S., it is illegal to possess a native bird.
If the bird you find is truly abandoned, it may be that by the time you find it, it is already too late, especially if it is a very young, naked baby bird. If you must take in a baby bird --
- Make sure it is a native species (see below). Many rehabbers will not take non-native species, and the release of non-native species is prohibited in some areas.
- Put the bird in a covered, ventilated box lined with a folded towel. Put it in a quiet, warm place, away from pets and children. In case you were wondering, yes, there are diseases you or your pets can contract from wild birds.
- Do NOT try to feed the bird or give it water. You can easily kill it.
- Contact a licensed wildlife rehabilitator immediately (Google "wildlife rehabilitators" and your locality). Raising healthy baby birds takes nearly 24-hour specialized care and knowledge of the nutritional needs of each species at different ages. Sick birds are even more complicated. Again, under the Migratory Bird Treaty Act, it is illegal to possess a native bird without special permits.
The species you are likely to encounter are common, prolific, adaptable, and will have more than one brood of youngsters a year. Loss of eggs, nestlings, or fledglings is normal for all bird species and built into "the system."
A huge percentage of the calls I receive are for House Sparrows, European Starlings, or Rock Pigeons -- none of these are native to North America. It does not make ecological sense to spend time and resources "saving" these species, which are already overabundant. They are not protected under law by the Migratory Bird Treaty Act, and it may be/become illegal for these species to be rehabilitated and released into the wild.
It is not easy for many people to "let nature take its course," but it is nearly always the right thing to do.
Download RRBO's brochure on what to do if you find a baby bird (PDF).