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 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.
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.
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.
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.
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.
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.