No offense to anyone, but if you can't figure out how to make a shelter from material in an urban disaster zone, then you need to work more on your knowledge and training, and less on the stuff in your bag.
+10 The "murse" I carry in urban/subarban areas has some several ways to fasten stuff to things, a boo-boo kit, some meds, a Leatheman multitool, radio, sewing kit, water bottles, and a silcock key. It's basically a GHB. Here in Houston I don't feel the need for a "run to the woods bag". Now when I'm out hiking or paddling in the wilderness I have a wilderness survival kit with me, even on day hikes or afternoon paddles in a "city" lake.
-Blast