Trash bags are included in all my survival kits. They have a multitude of uses, including being containers for picking up trash! But in an emergency, when correctly used, trash bags can prove a quick, temporary shelter from the elements.
TV survival shows to the contrary, it is virtually impossible to make a waterproof shelter out of natural materials, even if you have the time, tools and practice! Even with a tarp, you must have some idea or plan on how to fashion a refuge from the elements