A little extra food that doesn't require cooking, lighter/matches and fire starter, a lightweight space blanket, a half body length of closed-cell foam pad, and a treated nylon bivy sack that stuffs up really tiny. I skip the stove and fuel, relying upon the fire starter to build a fire/create warmth. The extra food I take does not require cooking, so no stove/pot/fuel required. You can almost always find liquid water somewhere even in winter, so again, no stove/pot/fuel required.
So I can find a sheltered place (large rocks/boulders, frozen tree well, etc.); wrap myself in the space blanket; crawl into the bivy sack; and sit/curl up on my pad and pack; munch on some nuts, raisins, jerkey, and cheese; and tough it out for a night at least, maybe even two.