Bizarrely, this one actually works – although cling film is more normally used to wrap up your sandwiches, it can actually help keep your home warm. The idea is that putting a sheet on your window traps a small layer of air which can help stop heat escaping.
However, there are a number of factors to take into account. While cling film works in theory (or as a short-term measure), in practice you’ll probably want to use specialist secondary glazing as it’ll last longer. If you have double-glazing, adding a third layer could still make you a little warmer, but the benefit will be much less than when dealing with a single glazed window.
If your windows are draughty, it’s worth fixing that as well as adding secondary glazing, as otherwise you’ll only get half the benefit.