If you know you're going to be late for an interview, should you bother going?

I got lost on my way to an interview and I did call to inform them, but I got rejected, and honestly, it makes sense, as I know it shows I can't be trusted to be on-time for work (which isn't true, but I know that's what it shows.) If you know you're going to be late, or you get lost, should you just turn around and go home? I honestly just wondered that since I know it looks bad.