A few years back I found a fleece sleeping bag. It's basically a fleece blanket with a zipper around the edge so you can zip it in half to make a sleeping bag.
I ended up buying one for all our family's cars/trucks/ect. It's not as warm as a nice sleeping bag, but it was reasonably priced, it rolls up to be reasonably compact, and it can keep one plenty warm inside the vehicle.
It also comes in handy as a picnic or Fourth of July blanket, so you don't have to sit directly on the grass.