Fleece blanket and spare socks are a must. Carry a spare hat (toque), spare gloves (old mittens work just fine), a spare synthetic t-shirt (in case you get damp/clammy). You could carry a sleeping bag but even myself, I don't go that far (I live in the province of Quebec in eastern Canada and our winters can be harsh).

You should also equip yourself with a powerful flashlight with spare batteries (something better than the Photon). A typical LED headlamp along with a 3-Watt Luxeon LED flashlight would be nice.

Small candle and holder of some sort (for warmth).

Basically, staying warm and being able to see in the dark would be my two priorities. Hope that helped!