Wild animals have an amazing power to heal themselves from injuries. Sometimes it is best to just leave the animal alone for a while to give it time to recover. For example, a bird that has flown into a window may just be stunned and, after a few minutes, be able to fly away.
Other injuries are serious enough to need human help. Contact a licensed wildlife rehabilitator (wildlife rehabilitators list by state) for information on what to do in your specific case. This will often involve taking the animal to a rehabilitation facility as it is usually illegal to possess any wild animal without special permits.
For more information, see the Web site maintained by the National Wildlife Rehabilitators Association (Can I Keep Him?).
