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If it is a permanent tooth, save it, always handling it by by the top end, not the root. Rinse it off with running water (briefly), but do not clean off, or handle the tooth any more than necessary. Reinsert the tooth in the socket and hold it in place by biting a gauze or folded piece of paper towel. Make sure you push it into the socket hard, as forming blood clots may be keeping it from seating all of the way. You must try to seat it to its original position. If you cannot reinsert it, do not let it dry out. Place it in a cup of milk or cold water. In any case, you must see a dentist immediately, to have any chance of saving the tooth.
If it is a baby tooth, that has not just fallen out normally, make an appointment with your dentist to make sure there are no root fragments remaining in the area. This frequently happens with the thin roots on baby (primary) teeth. You will need an X-ray to check the site.