I'm sure many people here have more but I generally keep the shovel mentioned elsewhere, a sleeping bag, ration bars, water, an emergency stove, and lots of fire making stuff in my car for just such a situation. Fortunately for me I think a night light this would be spend cozy in the back of my car (how I've spent other winter nights hunting, etc), but I bet it is terrible for others. Also, if it went for more than one night it'd be bad. I would have food, but it'd get unpleasant.

Most importantly I have descent snow tires and cables in my car. I'd rather not get stuck!