Generally if you find a baby animal it is best to leave it alone. Often the animal is not orphaned, and the parent may be out getting food for the animal, or watching the baby. Never pick up baby animals and remove them from their natural environment! If the animal is a domestic or feral animal, such as dog, cat, horse, then these are best handled by the nearest Humane Society, Animal Services offices, or County Animal Control Office.
The Wildlife Rehabilitation Information Directory - http://wildliferehabber.com/ - provides a list of wildlife rehabilitation facilities. Please visit its website for the most up-to-date listings.