If your kids are old enough to communicate, devise an 'In case you get lost’ plan with them.
Set a safe meeting place like a security post in an amusement park, a lost and found counter, or a shopping mall customer service area.
For detailed tips on what to do in case your child does get lost, you may want to read this article on NetMums.com.
Also, make sure that your children know important information like their full name, your full name, and your telephone number, if they're old enough to memorize them.