If some patch of land near you is soon to be developed, dirt bulldozed, trees felled, bushes ripped out, plants killed, it’s not just ok but is in fact good to rescue any of them that are native in some way. The easiest way to rescue plants is probably to harvest their seed. Seeds contain the genetic diversity of the parent you see and of whichever other plants of the same species pollinated it which may be on the same vacant lot or somewhere completely different. Seeds are also designed for long storage. Some plants are very difficult to start from seed, the best option for these plants would probably be to either take a division (digging up a portion of the plant by the roots and moving it to a safe location such as your garden) or a cutting (cutting off a stem or branch and then rooting that cut stem to create a clonal stand of the parent). Cuttings are often preferable to divisions for woody plants like trees or shrubs because they are often too large to dig and safely transport.
You may not have considered vacant lots, pastures, ditches etc to be important refuges of native plants but unfortunately they are and very few municipal governments would recognize them as such. If you know your natives and you see a stand of them on a vacant lot, even if you think the species are common, collect seed. We have destroyed 99% of tall grass prairie in North America, the forests of the east and northwest are under constant threat of logging and development, the deserts of the southwest have never, ever been treated as the important and rare ecosystems that they are. It may seem like you see certain species everywhere but their population is operating at 1% of what it was, every ounce of genetic diversity we can preserve is precious. It might seem like you live in a wasteland, that all hope is lost, it is not true! If you look around, you will find native plants trying their hardest to survive, help them along by collecting their seed and spreading it to your garden, a pot on your balcony, the flower bed in front of a local library, a public park, something, all of the above! If you really have NO place to put it, find a friend who does have somewhere, they don’t have to be a native plant person, just a plant person. Explain why it’s important and they will probably listen. One little plant in their garden as a favor for a friend, they might learn to love it. If you can’t find anywhere to plant the seed, collect it anyway, store it in a cool dry place and label it with the date and location of collection and full species name. Congratulations, you’re a conservationist. Seed keeps for a while, depending on the species, you’ll find a place for it eventually.