My last bed in the field was a thin 1941 issue (as in, actually was issued in 1941) US Army blanket, with an overstuffed 1928 haversack as a pillow, sharing a 6'x5' scraped hole in the frozen ground with another bloke, all his kit, two rifles and a 60mm mortar.
Comfy enough, even in the rain, but we actually volunteered for that so we can't complain.
Most other times, we sneak off to a nearby building, ruin, cave or even abandoned train carriage and nab the cosiest spot
"Good soldier" and all that!