I helped a couple of guys track a wounded deer in a pine thicket on a moonless night one time, we zigged, zagged and circled over and over on the trail. After several hours we decided it was a lost cause, I asked them which way was "out", they didn't have a clue.
I always carry a compass in unknown territory, I knew we were west of the main road so I took a compass heading and led them through hills and hollows back the way I thought we should go. After a particularly long trek they were doubting my navigational skills, even I was doubting the compass reading myself just before we broke out of the thicket onto the main road.
Yep, I carry a compass.