The parents are probably nearby and will continue to feed the baby bird even if it has climbed out of the nest. If you find an injured bird, you might want to call the local animal rehabilitation center and ask them for help. Long-term declines in bird populations are caused by loss of habitat. This happens here at home and on the birds' wintering grounds in other countries as well. It is illegal to shoot most birds or to disturb their nests.
Some states have a hunting season for game birds such as pheasant, ducks and quail.
A license is required. Fees from hunting help preserve bird habitat. In the U.S. the only birds that you can kill legally without a license are the Pigeon, House Sparrow and the European Starling. Farmers are permitted to kill blackbirds and their relatives if they are about to damage crops. This classic spurred revolutionary changes in government policy toward the environment, including the banning of DDT and other pesticides.