A compass is something that all of us should have in our bug out bags or survival kits. But being human we make mistakes and either lose or forget things.
If you can see the stars, it is fairly simple. So what do you do when you are caught out at night and need to find the four points of the compass? In the northern hemisphere, the North Star is never more than 1 degree of true north. The easiest way to find the North Star is to find the Big Dipper. The following diagram shows what it looks like. Once you find the Big Dipper, run a line from the two bottom stars in the direction that you would pour something out of the dipper. This will point right to the North Star.
If you are in the southern hemisphere look for the Southern Cross. Extend an imaginary line from the bottom of the cross about 4 and ½ times the length of the cross. This point will be approximately south.
Granted these methods will not work in cloudy weather, but knowing them can save your life it you are lost.