Navigation without signal

Phones lose signal and batteries. Carry a paper map of your area and a baseplate compass, and practise before you need them.

Map and compass

Orient the map: lay the compass on the map and turn both until the needle's north lines up with the map's north. Allow for declination (below).
Take a bearing: put the compass edge along the line from where you are to where you want to go. Turn the dial until its lines run north on the map. Read the bearing at the index line.
Follow it: hold the compass flat, turn your body until the needle sits in the outline arrow, and walk the direction-of-travel arrow. Pick a landmark on the line, walk to it, repeat.

Declination

Magnetic north is not true north. The difference, the declination, is printed on most topographic maps and changes with place and year. In parts of the US it is more than 15 degrees: a 15-degree error puts you about a quarter-mile (400 m) off for every mile walked. Find current values from NOAA's online calculator before you go, and write it on your map.

Without a compass

Sun: it rises roughly in the east and sets roughly in the west. At midday it is due south if you are north of the tropics, and due north if you are south of them. Inside the tropics it can be overhead or on either side.
Shadow stick: push a stick upright, mark the tip of its shadow, wait 15 minutes, mark again. A line from the first mark to the second points roughly east.
North Star (Polaris): in the northern hemisphere, follow the two stars at the end of the Big Dipper's cup about five times their distance. Polaris is within about 1 degree of true north.
Southern Cross: in the southern hemisphere, extend its long axis about 4.5 times to find a point roughly above south.

If you are lost

Stop. Stay calm. Retrace your steps only if you are sure of them. Otherwise, stay put, make yourself visible and audible, and let searchers come to you. Following a stream downhill can lead to roads and people, but also to cliffs and waterfalls.

Sources

NOAA: Magnetic field calculators (declination) (US government, public domain)
USGS: Topographic maps (US government, public domain)
US Army Training Circular TC 3-25.26, Map Reading and Land Navigation (US government work, public domain)