Further: the major source of heat loss in a sleeping bag isn't to the air, it's to the ground. Which is why backpackers carry sleeping mats, either of expanded polystyrene or self-inflating air-mattresses. In both cases, the air is the insulating element.
In primitive conditions, pine boughs or fur skins would be used.
Other than that, wear a cap, and if it's truly cold, boil water, pour it into a Nalgene (or similar) bottle, and slip that into a sock. It'll keep you toasty (often too warm) all night.
