So what is the best play then? Wait in the car without the engine running?
He apparently survived by eating some snow (and drinking some soda?) but had nothing else to eat. He had a sleeping bag and I guess the snow makes quite good isolation. Not something I'd recommend though, he was lucky to survive and was in a really bad shape when he was found.
( some pictures: http://www.aftonbladet.se/nyheter/article14394731.ab )
It was actually pretty amazing how well it worked. We had sleeping bags, but woke up to find the interior of the car quite warm. It actually seemed downright cozy and luxurious compared to sleeping in mountain lodges where it's typically miserably cold in the sleeping areas outside your sleeping bag.
My takeaway: this experience seems to suggest that a few people in a small space that's wind-tight and maybe has a bit of insulation (clearly not great in a car with all that glass) can keep things reasonably warm with only body heat...
I'm hesitant to actually agree, since cracking the window open doesn't seem like an awesome idea in the middle of a blizzard but... eh.
http://weather.about.com/od/winterweather/a/winter_survival....
Nitpick: If you have a diesel, your car will not start at all if the engine is cold, but if you have a diesel and live anywhere where there's a risk of it being cold enough for hypothermia, you already know this. Also if you have a crappy battery, in cold enough weather it won't put out enough juice to turn over the starting motor (that's why there is a difference between cranking amps and cold cranking amps). But again, if you live in an area where this is an issue you should already know this, and your battery is probably rated to like -40.
It was interesting seeing electric trains too - the pantographs gave off amazing blue sparks that you normally don't get when the weather is warmer.