Really, no, but I have tried (in a place that was safe to do so) which only proved that I had a good sense of direction and couldn't.
There was one time we went and found this waterfall, then couldn't find the trail back. I ended taking the lead and ended up leading everyone up a cliff and through trees that were too thick for the dog to even go through. Somehow, I was able to find the trail and everyone got back to the cars safely.
That time, and once accidentally missing a road in the middle of nowhere, was probably the only time I could classify as "lost," but because my sense of direction is so good and we were able to get back to the trail, it doesn't really seem like we were lost. Nobody had to call for help or come looking for us.
If I was ever to get lost lost, I think it'd have to be while driving because my sense of direction doesn't really seem to matter when I'm on the road. But then again, if I have service, then I could just find my location and the way back home if I needed to.