You cannot get along without good sleeping bag during winter. The best ones are using feather for isolation. Military sleeping bags are sometimes made in sets – summer and winter sleeping bag, where you can increase the protection from cold by placing the summer one into the winter one when extra cold weather.
When you cannot sleep in a tent, either because you do not want to carry it or you just do not have one, it is good solution to use a gore-tex sleeping bag cover – so called bivouac bag.