You know it's going to be a bad day when you find yourself falling through the air without a parachute! But let's say that, If there's no water around, then you need to try something else. One person in World War II survived a jump without a parachute from about 18,000 feet. He fell through the branches in a pine thicket and landed in deep snow. So you might try looking for some trees and hope for the best.
Lacking water or trees -- for example, you're falling in an urban area and can't spot a rooftop pool -- your next option is to look for something big with the hope that it will break your fall. For example, landing on the roof of an RV, a mobile home or a truck's trailer is a possibility.
These structures are not extremely strong. When you hit them, they'll break and absorb some of the energy of the fall. Whether it will be enough energy or not is an open question. There's only one way to find out, but we don't recommend you try it! And while we do like to do our own research and take things apart here at HowStuffWorks, you have to draw the line somewhere. This is definitely a line.