I have one of these:
SwissTech 5-in-1 Rescue Tool

I haven't used it to escape, or rescue anyone, but I have used it to put stars in a plastic CD case; looks like it would shatter auto glass. I haven't messed with the cutter because I don't want to dull it. I have the split ring attached to my sun visor. It is pretty secure, but comes off (freeing the seatbelt blade) with a good tug.

I think it was $15 or 20 at BJs. I have seen them in Walmart and Target as well.