Off the Tee
If a player hits a ball out of bounds from the tee box, that player must hit another golf ball from the tee. The player must also take a one stroke penalty, so he will be hitting his third shot from the tee box.
From the Fairway or Rough
If a player hits a ball out of bounds from the fairway or rough, that player must drop another ball from shoulder height as close as possible to where the first ball was played. The player must also take a one stroke penalty.
Hitting a Provisional Ball
Sometimes, a golfer will hit a ball and is unsure if it has gone out of bounds. To speed up play, they can elect to hit a provisional ball from the same spot. The player must announce to the rest of the group that he is hitting a provisional ball. If the player finds out later his first ball is in bounds, then he can pick up the provisional ball and play the first ball without incurring any penalty strokes. If the first ball was found to be out of bounds, then the player will incur a penalty stroke and play the provisional ball until it is holed.