When lost, your goal is to be found. You could yell, send smoke signals, wave lights at night, and leave large markers on land so airplanes can report your position.
Three Things
Three signal fires, three rocks stacked in a pile, three logs laid out, three sets of three gunshots. The magic number 3 is known to rescuers as a distress signal. With whistles, flashlights, and radio distress signals one should use Morse code and signal SOS: three short signals, slight pause, three longer signals, slight pause, three short signals.
Ranger Mike
15- Signaling: Using a Signaling Mirror
Demonstrating proper use of a mirror when signaling for help. The examples at the end really demonstrate how useful the technique is for finding someone. Any reflective surface can be used.
Specific Love Creations
How to make a Survival Whistle from a Metal Can
Also shows how to open cans without a can opener. This is similar to a sheep dog whistle and is loud.
BlackScoutSurvival
Black Scout Survival - How to Make a Whistle from a Soda Can
When adjusting the whistle, you will increase or decrease the gap size, raise or lower the angle of the mouthpiece, and raise or lower the edge that cuts against the air blowing into the whistle.
knifegunguy
Make Your Own Survival Whistle / Willow Whistle
As he mentions, this works with other woods too, such as basswood, bush honeysuckle, birch, quaking aspen, sycamore, and others.
Another video on the same whistle.
GuysVsWild
Survival Quick Tips: How To Make A Rescue Whistle With An Acorn
Smaller acorn caps are louder. Try to use a fresher cap if possible. This will take a little practice to get the right thumb tip spacing and angle.
More tips with THIS VIDEO.
Creek Stewart
How to make a Survival Whistle from a tube of lip balm
This is the same principle as the willow whistle above. It can also be made with reeds or other hollow tubes.
AlfieAesthetics
Signalling for Rescue - Devices and Techniques
Covers many ways to call for help. Shows that creativity is key when it comes to attracting attention.
Language warning: contains "... save your a**" once.