The same thing I always do. Take it home and care for it while I put up posters, put ads in the newspapers, and contact the local animal shelters/vet clinics to see if anyone is looking for it. If I can reunite someone with their pet, that's wonderful. If not, there is always room for one more here at Fitzpatrick Farms!
Depends on what kind of animal. If it were an easily domesticated animal (cat, dog, ferret, ect.), I would try to rescue it and place it in an animal rescue so it could be safe in a home with someone to care for it. Otherwise, I wouldn't really know what to do if it were something that couldn't be put in a home. If it were something outrageous like a lion or a tiger (or even a bear ;D), I'd just call the po-po.