Almost every cook has occasionally found himself or herself out of an herb he or she needs right away. If you're ever caught in this jam, you can, in some cases, substitute one herb for another. Below are some of the best/most common substitutions:
Savory can be used in place of thyme.
Marjoram can be substituted for oregano.
Cilantro can stand in for parsley.
Chervil can replace tarragon.
Anise seeds are a good replacement for fennel.
Nasturtiums can replace capers.
Hope this helps! :)