When I was reading Tom Brown's Guide to City and Suburban Survival, he said if you're caught at home in really cold temperatures without a source of heat, to use mattresses to make a shelter.  Lay one mattress on the floor, then tip up other mattresses on each side, and lay a fourth over the top.  He said to build this in a corner, than drape a blanket over the opening.  Body heat con be contained this way.
Sue