Tie the other chain(s) with a twist tie so it won't come off also.
Then you can turn the clock upside down, look in the back with a strong lite and give the chain that is off some slack to make a loop. It may take a few tries but you will eventually get the chain back on the sprocket. When you do hold onto it while you turn it back over. That it. If you have cuckoo clock questions go to www.cuckooclockdoctor.com and click on my red mail box. I answer all cuckoo questions and I repair cuckoo clocks.
John "Papa" Barnette the CUCKOO CLOCK DOCTOR www.cuckooclockdoctor.com/repairprices.html, March 2008