OM is correct, there are cases where CPR will save lives. For cardiac arrest caused by heart disease, however, it has very low success rate out of hospital.
I have seen many many active Myocardial Infarctions walk into the ER, go for cardiac catheterization, and walk out of the hospital a few days to weeks later (depending on whether they required by-pass surgery). Usually they present to me as having vague chest pain that radiates to the left jaw and arm. Sometimes they say it came on suddenly or kept them up all night. Sometimes they say it lasted for 15 minutes a week ago with no pain since, but their doctor wanted them to be checked out anyway. Sometimes there's nausea, cold sweats, very pale skin. Sometimes the symptoms are so mild that when you tell the patient they are having an MI they look at you in disbelief.
Women do have different symptoms. Often they will have chest pressure, nausea, body aches and shortness of breath, but nothing that says "cardiac" right off the bat. Often they will tell me they just don't feel well, and the onset was sudden.
For many cases of sudden cardiac arrest, the person will have had underlying cardiac disease whose symptoms were either so mild they didn't notice it, or present but ignored or written off as "heartburn" or "getting old". Any cardiac symptoms, no matter how mild or transient, should be reported to your physician. A simple CT can show the degree of blockage present in the 7 coronary arteries.
YMMV. Viewer discretion is advised.