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Here's a way I found to stay dry and comfortable, it's an old hobo trick you can use in a pinch when things are really miserable.
You will need: a sturdy plastic bag and two long zipties
First take one of the ziptoes and make a loop with it, but don't tighten it yet. Place it on one wrist.
Take a deep breath and place the bag over your head. This will protect your from the elements, and since you lose a lot of heat from your head, it works nicely as a vapour barrier and insulator, capturing a lot of heat.
To seal in the heat and to make sure wind doesn't blow your shelter away, take a ziptie and tighten it around your neck, as hard as you can.
Then place your hands behind your back, slip your other hand through the ziptie on your wrist and tighten it all the way. Dry and warm, you can sleep through any weather with this trick!