If You Forgot a Prayer (Hadith No. 571)
The Prophet said, “If anyone forgets a prayer he should pray that prayer when he remembers it. There is no expiation except to pray the same.” Then he recited: “Establish prayer for My (i.e. Allah’s) remembrance.” (20.14).
No matter what time it is, what place it is, what situation it is; as soon as you remember that you missed a certain prayer, PRAY RIGHT THEN AND THERE (unless, of course, you have to perform wudhu first).