If it’s a fledgling, leave it alone.
The bird is too big for the nest, but it hasn’t mastered flight yet—and chances are good that at least one parent bird has an eye on this little one. The baby bird needs time to flap its wings, gain strength, and figure out the mechanics of flight. Adult birds will watch out for it, bring it food, call out to it, listen for its response, and keep it protected. There’s no need for you to get involved.
If it’s featherless and too young to fly, it may need help.
Chances are a gust of wind dislodged the nestling, or a predator may have attacked the nest and knocked the bird to the ground. If you can see and reach the nest, pick up the baby bird and place it back in there. If you can’t see a nest nearby or if the nest is out of reach, leave the bird where it is; its parent may return for it.
The fact is that many birds lose a nestling or an entire brood during breeding season. This is just the way nature is, and it can be hard for kind birders to accept.
Some birds may benefit from the care of a licensed wildlife rehabilitator, a professional who is trained to work with infant birds and animals. A rehabilitator may be able to tell you in advance if he or she can help, or if you should leave the baby bird where you found it. Remember that these folks are volunteers, and that they may not have the capacity to take every injured or orphaned bird or respond to every phone call, especially during the busy breeding season.