Observe first, act second.
If you find a baby animal that appears uninjured, and are unsure if it needs help, it is best to observe from a distance. It is likely that the baby's mother is close by and they will soon reunite. Many mothers, such as deer and bunnies are only with their babies for a few minutes a day. If the baby is still there after observing (from a distance) for several hours, or its overall health is worsening, cover it with a cardboard box, or basket, and call a licensed wildlife rehabilitator.
If the animal is bleeding, crying, injured, or in immediate danger, cover them with a box or basket and call a rehabilitator immediately.
NEVER handle any wildlife without gloves. Human scent can make them vulnerable to predation from cats or dogs, or the animal could have parasites. Even baby animals will bite when frightened!
DO NOT try to feed them, or bandage them! Even with good intentions, you could be doing harm.
REMEMBER, it is illegal to keep wildlife if you do not have permits. Call a wildlife rehabilitator!
More information about helping wild babies:
HELP! I Found a Baby Bird
HELP! I Found a Baby Mammal