It really depends on the situation. A general guideline is to contact (1) nearby help, (2) the authority, and (3) family members/friends in that order.
If someone is threatening you in the middle of the street:
1. Move toward a more public area, so that others can see/help. If the person attacks, as you run/defend yourself, scream at the top of your lungs and single out someone in the crowd so he/she intervenes and helps you or get police/or gets others to help.
2. Once situation permits, you contact the police or paramedics.
3. Contact loved ones to let them know what happened and see if they can help and offer support.
Your wallet disappears in another country:
1. Ask the people around you if they might have it or saw where you may have left it.
2a. Contact the police or embassy (if you need a passport/additional support).
2b. Contact your bank to make sure your accounts are blocked from unauthorized activity.
3. Contact loved ones/friends if you need additional help and the worry that this will cause them is worth you spreading the news (for example, if you share a credit card with your partner to let him or her know that you froze the account).
You’re at a store and a lost kid runs up to you, crying and asking for his mom:
1./2. Come up to a store employee and ask them to call for the parent over the loudspeaker or to get other staff to help find them
3. Wait for parents to arrive.