What to use if you don't have an ACE bandage?

If you find yourself in a situation where you need to provide support or compression to an injured area but don't have an ACE bandage on hand, what are some alternative options you could use? Could a simple cloth or scarf be effective, or is there a specific type of material that would work better? How should you properly wrap the injured area to ensure maximum support and comfort? And are there any potential drawbacks or safety concerns to be aware of when using a makeshift bandage?