I had a similar experience in the White Mountains of northern Arizona some years ago, and spent the night curled in the backseat of my VW beetle. Fortunately, I was on my way to a multi-day backcountry ski trip and I was fully equipped, including a nice warm down bag.

Parts of Arizona do a pretty good Minnesota imitation (without quite so many of those large bodies of water which are lakes in MN and stock tanks in AZ). The local saying is that there is nothing between Flagstaff, AZ and the North Pole except a barbed wire fence.