While hiking along Tree Spring Trail in the Sandia Mountains, on July 22, 2018, we encountered a brush "fort" built among boulders. While this was no doubt created for fun, it also shows the kind of emergency shelter you can build if you're about to be stranded overnight. Built more carefully, it would keep off the wind and most of the rain. Incorporate a poncho, ground cloth, or cut-open garbage bag, and you can stay dry under almost any conditions. This particular shelter was large enough to provide sleeping space for two people.
You can find an earlier blog on this subject here. I'll provide another pic of the "fort" below. I do have two comments to add. First, if you're going to build an overnight survival shelter of this kind, set aside at least an hour for the task before the sun goes down. You can't find the materials you need, or build an intelligent shelter, in the dark. Second, how is it that you wound up in the woods without the supplies you needed for an unexpected overnight stay? Those materials should be in your pack every time you go into the woods.
