I’ve worked Search and Rescue for years and found you can carry allot of stuff and not have what you need. kvlazer22 has good items for starters and I will add these items too,
A good shovel
Heavy duty hand winch
Small jar of Vaseline and magnesium fire stick for starting a fire. A 2x2 cloth saturated with Vaseline will burn 6 to 10 minutes.
The #1 item is “SPOT” personnel satellite tracking unit. Costs about $150.00 and it works great! I have one and my wife can track my progress to see the location and previous locations. WWW.FINDMESPOT.COM

Adding to klavers list, an axe, blanket/sleeping bag, a flashlight, lighter/flint and steel, and any other reliable thing you can think of.

2. Clothing / gear for the conditions you are in. Desert region: long sleeve shirt, wide brim hat, plenty water, ice, and ice chest. Winter Conditions: warm clothing (wool, fleece, thinsulate, gore-tex), gloves, blankets, etc.

there is a f&s magazine that recomends certeain things and an article about small survial kits on this magazine

I would also add an axe, a reliable way to start fire, a pot to cook in, flares (which double for starting fires as well as signaling), and a flashlight with extra batteries.

If you dont want to spend money on SPOT, basic items are kind of what klaver mentioned, and heres the link to making a handly little survival kit.

http://www.fieldandstream.com/photos/gallery/survival/food/2006/08/make-...

I would make that a wool blanket & throw in a wool sweater. I'd put it all in either heavey duty garbage bags (can be made into a poncho) or a 5 gallon bucket or two. you can carry water in the bucket or use it for other things. I would throw in about 5 55 gallon trash bags they come in handy and don't take up much space. 2 1 gallon ziplocks to keep my stuff dry and together and a half dozen power bars or something that will keep and is in a compact package. A good knife or 22 pistol will make things a lot easier in the food department also.

Remember the time tested saying: IT'S BETTER TO HAVE IT AND NOT NEED IT, THAN TO NEED IT AND NOT HAVE IT !!!
1. Leave a written “PLAN” of your hunt/trip information with friends and family, in the event of an emergency. Provide dates, locations, (hunt units), including departure and arrival. If the "EXPECTED" happens, then someone will be looking for you and they will know where to look.

3. 2 Flashlights, portable GPS (map capable), lots of extra batteries, compass, maps. Cell phone with portable outdoor charger (charge 2 go), vehicle charger. If you are on a wilderness hunt and you are 10+ miles into the woods, the possibility of getting lost or injured is significant, look into buying or renting a satellite phone/accessories (means of charging), your call will go through.

5. Fire Starter Kit: Flammable Tinder: (cotton balls soaked with real petroleum jelly stuffed in film canister), char, chaga tinder, Fire-Piston, 2 butane lighters, stick matches, 4+ qty. 5 inch candles, magnesium/flint ,‘blast-match’, road flares, small magnifying glass.

7. Water Treatment: survival drinking straw, portable water filter, SteriPEN water purifier, water purifying pills, gallon ziplock bags (waterproofing), toilet paper, soapy wet-naps (dozen).

9. Money: $20-$50 stored into your car kit or back-pack. If you were stranded or have to walk out of the bush and you need something to eat and drink, you have the means to buy.

11. Water: pack in more than enough water; carry more than enough water during day trips, know where water sources are in your hunting area, mark them in your GPS.

13. COMMON SENSE: If it looks like a storm - don't go. If it looks too dangerous - stay back. If it's getting dark - go back to camp. By KNOWING YOUR LIMITATIONS and AVOIDING POTENTIAL HAZARDS, you increase your odds of your outing being just that, a good day out.