Any emergency requires immediate treatment, dental emergencies are no different. You should see a dentist as soon as possible, but dentists are not on every street corner and finding one can sometimes be difficult. In the case of an emergency there are several things you can do to prevent further damage, until you get to a dentist
If a wire breaks or manages to work its way out of the the band it is going to be poking some sort of soft tissue and possibly drawing blood. Try using a soft, blunt object such as an eraser to push the wire into a comfortable position. If the wire continues to scratch or puncture then encase the end of the wire in a sugar free chewing gum until a dentist has a chance to look at it.
A lost filling is going to cause pain because you now have an exposed nerve. The best thing to do until you can get to the dentist is to pack it with sugar-free gum. This will act as a temporary filling and protect the sensitive nerve endings.
Retrieve the tooth and gently rinse it with water, do not remove any tissue that may still be attached. If the tooth is whole and undamaged you can attempt to reinsert it in the socket. Otherwise keep the tooth in a glass of milk and see your dentist immediately. To relive pain use a cold compress.