I'm a fan of the Smartwool Training beanie. It packs small and can be worn by itself or under another hat. I have an Outdoor Research Peruvian Fleece hat (beanie that covers the ears) and when it's cold enough I can wear the Smartwool Training beanie under the OR Fleece hat -- nice. The OR Wind Warrior is similar but a heavier fleece and it fits tighter, not sure the thin wool beanie would fit under it.

Gloves in another pocket. I have a nice wool scarf that would work well in the NorthEast, but I haven't used it in years here.

As always I'd have a good LED flashlight with lithium primary batteries because I would expect a power outage.

BTW, listening to Fox News, the Long Island Railroad will be shutting down early tonight, 10:30-11:00PM. Looks like they want everyone home early so they can shutdown mass transit and put everything to bed early. Good idea, go home now.