If one of the windows in your house or apartment lets in far too much cold, noise or light at night, thin store-bought curtains won't do much to block it off. A thick-but-manageable Roman shade might be just the solution.
One Instructables user lives where it gets cold enough that "when you look at the framework ... there's ice all over it". To kill the drafts, and block out some light and noise, they created a fold-down Roman shade, made of a fleece throw that was warm but not so heavy as to be an annoyance to hoist back up in the morning.
It's not a one-hour project, and it involves a sewing machine and a drill/powered screwdriver. It's also not a replacement for getting a more energy-efficient window installed.
Roman Shade, Insulate a window [Instructables]