Here in nordic countries it is known as "vindsäck" i e "wind bag".

A lightweight shelter for getting out of the wind when taking a break while skiing or as an emergency shelter if caught in a blizzard.

https://www.google.fi/search?q=vinds%C3%A4ck&client=firefox-a&hs=Nmq&rls=org.mozilla:en-US:official&channel=sb&tbm=isch&tbo=u&source=univ&sa=X&ei=VgCgU5bvDvKS7Aaw04CADA&ved=0CCYQsAQ&biw=1280&bih=602

A video demonstrating the use: http://youtu.be/5p1823RjLMo