Ready Wisconsin - (the state averages about 47 inches of snow a year) - and some other resources - offer the following suggestions for your own emergency kit:

Pillow
Warm clothing, to be used if you need to change
Non-perishable food (e.g. nuts, canned tuna, crackers, dry cereal, fruit cups)
A flashlight and extra batteries
Matches
Prescription medications
A fully-charged phone and phone charger
Shovel
Ice scraper
Jumper cables
Extra gas
Battery powered radio
Cat litter, sand or rock salt to use for traction to get tires on the road|
Bottled water
Diapers, other items needed for infants
Tissues and toilet paper

Another tip: If you do have to abandon your car, leave something with your name, phone number, address and destination in the window.