Sleeping bag or heavy blanket(s)
Some food (anything lightweight, high-energy, that'll keep a long time)
Drinking water
Empty gallon jug so that (guys at least) won't have to leave the car and let cold air in (actually, Campmor has an "adapter" for women)
toilet paper/wet wipes
Cell phone (I realize most people have them everywhere, but I'm so old I don't consider them an automatic necessity}

Peter