Can’t you kind of internally map what you know with where you are? You said subway, so I’m thinking NYC. So let’s say you get out at the Financial district. You know the Hudsen River runs north and south and is West of Brooklyn, so you can put the river on your left and establish that you’re facing North. If you can’t see the river, maybe you can see the One World Observatory, and you know that it’s near the river. I can kind of just feel that the river is over there. From there it should be fairly intuitive to retain north as you move around the city. I seem to do all of this at a subconscious level, so maybe it’s like you said and it’s intuitive for some people and others. But once I can establish one direction, I can retain my internal map and compass as I move around.