Ideas or techniques for quick and easy shelter?

So, say you are moving around and you just need a shelter for the night. Apart from finding a natural one (such as a cave), do you guys know of any easy and quick ways to build a temporary shelter? Nothing too fancy in this thread please, let's keep it at things that won't take more than a couple of hours max to build. The idea being that you will leave the area in a day or two anyway.

The only one I really know of is the lean-to. It requires absolutely no materials that you need to have with you, as long as you are in an area with trees you will find what you need.

 

Nice, Keith. That's a great idea. I was going to say something along the lines of a tarp for the woods.
If you're trapped in a cityscape, cardboard and newspaper are your best bet. You might feel like an abandoned puppy, but cardboard keeps you dry, and newspaper insulates (during the cold).