It doesn't happen often, but occasionally one of the old windows in my house breaks, and I have to go and buy a replacement. How do I keep the winter air out (better than hanging a towel by the curtain-rod) while I go and buy another?
2 mil or thicker plastic works great. Just stick it up with duct tape and forget about it. If the wind is strong, you can use furring strips and staples to tack down the edges.
If the wind isn't too strong, you can use a window insulator kit to accomplish the same - some even offer pre-cut, pre-tapped panels that can just be rolled out. Try to get the 3M tape; it's a lot stronger than most of the competitors.
My personal favourite for a lot of 'let's fix this quick-and-dirty' situations. No cutting involved, again available at most hardware stores.
It's quite strong and will hold a lot of wind. Applying multiple layers is usually a good idea to keep it airtight.
Use multiple layers of thick plastc foil in combination with some strong tape.
Multiple layers since it provides better insulation that way, and strong tape for the wind.
Make sure you completely seal the window by some margin with the foil and just tape them over your window one after the other.
You can relatively easily remove them again when you bought your new glass, too
You can use some empty trash bags and duct-tape to temporarily keep the cold out.