The following information is equally relevant, no matter what kind of emergency situation you might find yourself in. Whether you're pulling an Owen Wilson and shot down 'behind enemy lines', have been made the victim of a natural disaster, or are just lost and alone in the sticks, go through this step by step. Ignore what doesn't apply and stick to what does. You'll be amazed at how well it works.
Rule One: Don't Panic
This is the most important thing. A positive mental attitude will keep you alive and get you through the situation better than any survival gear in the world. Your attitude will determine whether or not you survive.
If you feel yourself on the verge of panic, lie down, elevate your feet, and breathe deeply. Count backwards from 20 or 30 or 50. Pull on a warm blanket and take sips of water or a warm beverage. Singing familiar, soothing music can help. Sometimes, just a few minutes of quiet 'downtime' will be enough to keep you moving. This is the best and easiest way to prevent shock or hysteria from setting in.
Part One - Taking Stock
Check yourself for injuries. This isn't as easy as you might think - very severe injuries may shut down your nervous system, so you can't feel that there is anything wrong. Look - closely - and don't discount any injury, no matter how inconsequential it may seem. Even minor cuts or fractures can quickly develop into gangrenous infections or serious injuries.
Assess the situation. Are there lights? Is the air fresh, or are there industrial smells? Can you move around? Do you hear anything such as machinery, voices, gunfire? Be wary if you are in potentially dangerous territory.
Try to find others. Look, call around and listen. Call for them to bang on things to make noise if they cannot reply. If there's an accident site involved, go to it and walk outwards in a spiral search pattern, then go back and repeat the process, moving in the other direction. Look under, over, behind everything! If you were attacked mid-flight, be careful, as it's likely enemy forces may be en route to the area to recover survivors or equipment as well.
Check each other over for injuries. Watch out for dizziness, shortness of breath, bleeding, etc. Don't move people with neck or back injuries, if it can be helped. Give CPR or first aid if needed. This is not a time to be a hero. If you are injured, get it looked at immediately. A wound that may not seem to be especially deep could be bleeding you dry much more rapidly than you would expect.
Check your equipment. This includes not just survival gear, but also objects around you, whatever is in your pockets or backpacks, your clothing, and most importantly - you! A positive mind will get you further than all the equipment in your pack. Think creatively!
Once you get your people together, sit tight and wait for help. If you're on a registered flight plan or just off a major hiking trail, then chances are that help will be forthcoming soon. Otherwise, it's best to start looking for the four key elements of survival: Fire, Shelter, Water, and Food.
Always stick together and always maintain a positive mental attitude. You will make it out alive!
Part Two: Survival
So you've cheated death. Now, how do you survive? Remember to think positive; second, remember to think! Your brain is the best tool at your disposal. Use it! Improvise, imagine, and come up with creative ways to make do with what you have! Become the next MacGyver. You may need to change these steps slightly in some circumstances. For example, if a snowstorm is moving in, fire's going to be your number one concern. If there are winds or inclement weather, you may wish to consider building up some shelter first.
Find Shelter. Make sure it will keep out wind and rain and not fall down on you. Work smarter, not harder - if you've got a hollowed out cave or a V-shaped deadfall, you may as well expand on it, rather than trying to build the shelter up from scratch. Shelter can be made from almost anything. In wooded areas, tree limbs and leafy boughs can be assembled into a lean-to or shelter halves. In large fields, it's possible to dig a small burrow to fit inside, perhaps shored up with branches or rocks to keep it upright. It's possible to dig burrows in thick snowbanks or pack snow into an igloo, which does work extremely well. Ideally, you want your shelter to be above ground or with a small depression called a 'sump' near the base, for water to pool in and cold air to settle into. It should be no more than a a few minutes' walk from a source of water, well removed from obvious game trails, slightly elevated, fairly flat, and easy to identify based on a landmark such as a clearing, boulder formation, or mountain. You do want to be rescued, don't you?
Get a fire going. Fire is your best friend, especially when you are alone. If you need to, you can cook food, clean bandages, purify water, and sing songs around it. It’s vital in all climates and situations. The trick to building a good fire is graduation of material...light and fluffy, such as cotton balls or dried moss, followed by pine needles, splintered twigs, normal twigs, sticks, and the branches. Slower is definitely better. Ideally, you want matches or a lighter. Failing that, a magnesium firestarter is a very useful tool. In rocky or mountainous areas, sometimes it's possible to find flint in the rocks. It's also possible to do the old glass lens trick, like a kid with a magnifying glass. Even an old battery can be coaxed into creating an arc between two wires.
Take a look at The Bow Drill - Fire without Matches! for additional information and an excellent guide to using a bow drill.
Find Fresh Water. Make sure to purify water by boiling or with something like bleach or iodine tablets. Five minutes at a rolling boil is usually sufficient to clean water. Your other alternative is to filter the stuff. Take three squares of cloth and build a tripod, tying them above one another in tiers. In the first put tiny pebbles, the second sand or dirt, and in the third and bottom, charcoal if you have it. Let the water drip down from top to bottom and collect it underneath, and it should be somewhat pure water, though not guaranteed. Another alternative is to collect plant dew, which is chemically and biologically pure, or build a dew-catcher. Clear water is not necessarily clean water! Water is your main priority; you can only make it a few days without it.
Try to find food. Avoid bad or rotten food; it’s not worth getting sick! Pre-sealed foods, ones that don’t need to be refrigerated, are best. Be careful to ration food, if you don’t have much. Learn what kind of wild plants you can eat in the area you may be travelling in. Avoid onion-like tubers, red and white berries, and anything that you don't see a variety of animals eating. If you are absolutely dying for food, eat only a very tiny amount, with plenty of water. Give it an hour and try some more. Wait at least six hours, then have a bit more. After about 12 hours, if you are still feeling all right, it's likely safe to eat. You can go 48 hours without tapping into your body's fat stuffs, and an average person can live for about two weeks without food at all. Wild game is your best bet for food, as it's got more calories for the amount of energy expended to hunt it. Stewing is the best way to cook it, followed by frying, followed by barbecuing over an open flame.
Rescue me! Try to get a hold of search parties. Use smoke signals, flares, lights - anything you can to get you out of there and to shelter!
Above all: Stay calm. Don't Panic. Think!
Other very useful links to examine are presented here: