Use the pieces you are left with to overwhelm your opponent, sacrifice pieces to prevent them from queening. This will likely only leave them with an extra bishop, or rook. If you blundered mate in some moves, create a barricade with all your remaining pieces to slow down your opponent from mate. This won't save you and turn the game around, but it will help a bit. However, if it's a forced mate, then you're screwed.
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after a big loss like a fallen piece, go for an attack if possible.. sacrifice another piece if needed, be un-predictable. or your opponent will grind you slowly to the pieces with the advantage he has taken.