Regardless of what weapon you use, rifle, bow or muzzleloader, always practice before season and only take shots within your range. Wait before pursuing the animal. With a bow wait 1 hour. Mark the spot where you last saw the animal and where it was shot. Don't destroy the signs by having to many people stomp over the clues.
Difficult trails require marks with surveyors tape.
When you loose the trail, crouch down and look back, to the bread-crumb trail of surveyors tape you left behind. Often times you can see patterns of travel to determine the most likely direction to pick up the trail again. If you don't find the trail, carefully criss-cross the trail, first starting at 180 degrees and then working out to a 360 degree circle. Also stop, sit down facing the direction of travel and listen and look for clues. Noisy blue jays or crows will often give away the downed animal's location.