Enhance Your Insulation: The first thing you can do when you're stuck out in the cold is to beef up the insulation value of the clothing you're wearing. Crumple up newspapers or any other kind of paper material into loose balls. Stuff these down inside your clothing. They can go in your pants (if there's enough room), inside your shirt (front and back), and down your sleeves. You can also use bubble wrap, packing peanuts, Styrofoam, and any other lightweight material full of airspace. The more you look like a scarecrow, the better this insulation technique works. And never sleep on the bare ground or concrete. Stack up as many layers of cardboard as you can find. Cardboard is another good insulator. Finally, you can throw together a makeshift sleeping bag by filling a large trash bag with any of the insulating materials already mentioned. Burrow down inside, and you'll be insulated from the cold and out of the wind.