Had that happen, too. Turned out she went out the back door while her family went out front door. She thought they'd left without her. She knew her parent's phone number (but couldn't dial it, she was so shaken. Dialed 'em up and her mom was there thirty seconds later.
I asked the kid where she lived and what her phone # was but all she did was cry and shake her head no. When she first saw me, she started running at me with arms outstretched as if to hug me, or for me to pick her up. I was rather taken aback by it all, as you might imagine, and rather sharply told her to stop and keep away. The crying started instantly and kept up until the kid went away. Unfortunately, the crying did not help allay the suspicions of the cop...
I felt bad for the kid, but what was I supposed to do? I wouldn't not help a kid that seemed in peril, but I'd just keep my wits about me as best as possible depending on circumstances.