I have intervened and would again, maybe easier being a female but. like fluffy said, I'm cautious. It's quite common to see children seemingly detached from parent(s) round here (busy city) so I tend to watch to check they are actually with someone.
I remember spotting a tearful lost little boy, at Chester Zoo I think it was in a packed attraction. I ended up hoisting him up onto my shoulders so he could try to see him mum and vice versa - happy reunion shortly thereafter. Normally I wouldn't pick them up though unless they were in potential danger, such as heading for a busy road, but it was so packed it would have taken ages to move through to find a member of staff, less than easy with a distressed young child.
Another time was in Primark (massive here with multiple floor and exits and a horrendous place to loose a child!). I took the child to a security guard straightaway for them to reunite him with his mother.
Some parents seem beyond help though. I remember a young child getting distressed as they couldn't see their parents. Parents were located drinking at a pub nearby, oblivious, and were obviously so bothered they let him wander off again and the same thing happened!
So, yes I have and would. If not in somewhere like a shop or where there are staff then I'd look for any police or community support offices and, if none about and a reasonable time had elapsed in which I'd have expected a distressed parent to appear to become obvious (not very long) then I would call the police.