We had a major cold snap hit and as most people do when we moved in we put the head of the bed on the outside wall. It was summertime so we didn't think about it. Well the apartment is kinda old and not very well insulated and I woke up that morning with a very stiff neck and shoulders. After a few days and it not getting better it was getting in the way of work.
I was climbing into bed and tripped and put my hand against the wall to catch myself and the wall was freezing. I slept with a sweatshirt and hat and it was a little better the next day. The next weekend we took our bedroom apart and put the bed on the inside way. We also moved bookcases to the outside wall for insulation and heavy curtains.
But sometimes you can't move everything around. What else can you do? it is important to have near floor to ceiling coverage since if you don't the cold will just fall over the front of the insulation and you'll be back in the same boat as before.
We've all seen the pictures of the homeless sleeping in cardboard boxes. There is a reason they choose them cardboard is a pretty good insulator. Even a few sheets of newspaper will make a big difference. Paper is cellulose and that has been used for insulation for a long time. You can also draw on it to make it look more interesting.
We can also take a lesson from the nomads of the Steppe, they use felt for their yurts. Tacking felt to the walls will make a significant difference in the amount of cold coming in. If you pick a warm color it will seem warmer too.
Finally, you can also use foam board. At its lightest weights it is light and easy to shape, architects use it all the time for making their models. Heavier weight panels with reflective barriers are use to insulate houses under the siding. This can be the most expensive solution but is probably the most effective.
