 so i've seen a few people write that they sleep with their down jacket / vest while IN their sleeping bag. the claim is that they can bring a lower weight sleeping bag and still stay toasty warm. this sounds like it makes sense but i am a bit cautious. 2 years ago i was up in the swedish arctic, it was -30 and one night i was very tired (more like lazy) and decided to sleep with all my gear on. i had about 3 layers of under garments, a fleece jacket and then my very-warm-never-lets-me-down north face which is filled with 800 down. i slept the night in my -30 sleeping bag with the zip open. my experience was that all the heat my body produced gathered in the obvious areas; groin area, armpits and behind the knees. any time i moved, i would get all kinds of very cold chills throughout my body. in the end, it made for a really crappy nights rest. oh yeah, i slept on a reindeer skin but that shouldn't matter. wouldn't the EXACT same thing happen with what others have described?
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 I haven't had that happen. But then I think I'd have the bag zipped up before putting on additional layers!
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 was the reindeer skin on anything insulating-ccf mat etc? I don't know for certain but with all the fur compressed by your body I would think that the skin wouldn't insulate too well and you'd lose heat to the ground. One interesting thing I heard is that your hands might get colder when wearing insulated clothing in a bag as you don't warm up the in-bag air space so well. And yes, I would zip up the bag too. 
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 if you compress the down, it wont work quite so well I found that with PHD down bags (slightly narrower than most other bags I have used), the better option (for me) was to drape my down jacket over my torso on the outside of the bag.
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In the ice hotel in sweden they insist that you sleep in just baselayers in their supplied down sleeping bags. They insist that this means that heat generated in the obvious places can move within the bag and keep all of you warm without cold spots. Also they claim that too many clothes reduces the blood circulation and can cause further problems. I rekon a loose fitting insulation layer (jacket/trousers) will still help, but am inclined to agree with them that wearing everything you own may be counterproductive. edit for spelling
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 Maybe they simply don't want you getting their sleeping bags dirty by wearing outer clothes?
I use a lightweight quilt, and beef up the insulation by wearing clothing to suit the temperatures expected. I've never had any problems. As others have said, the sleeping bag needs to have enough room to allow your clothing to loft. Using a quilt means this is never a problem. Also, if you were wearing too much, you may be sweating and that is causing a cooling effect on your skin? Obviously you need a sleeping mat able to handle the temps. I believe a rating of 5 clo is needed for sleeping on snow. Also, if you are very tired, you feel the cold more. Did you force down some hot food before going to sleep?
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 would a silk liner help? andrew
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 A silk liner might keep your sleeping bag clean. If you don't throw it away after getting tied up in knots during the night.
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I often sleep wearing either a down jacket or vest inside my PHD sleeping bag on cold nights and find this works very well -- but that's probably because I deliberately bought a Combi bag, which is more generously sized than some of their other lightweight models. This means the down in the bag and the vest or jacket is not compressed, and I can still move around when I want to. My experience is that wearing loads of layers inside a bag is not very warm or comfortable, especially if the bag is a close fitting one. The layers seemed to get wound around me, which was uncomfortable and felt as if it was restricting my circulation. As it is I usually wear just a base layer, socks and the down jacket or vest inside the Combi, perhaps adding powerstretch trousers and balaclava if it's really cold, and have never found this restrictive.
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Definately good advice from the above. You need to have room for your bag to fully loft and your clothing to fully loft too. Any of this doesn't happen then you are probably better doing without the clothes. As far as hands getting cold when wearing down layers in a sleeping bag goes I'd say a warm body circulates blood throughout your body and transmits heat around the body with the blood. That is how you cool down the heat is lost through the skin. It also means that if your body is toasty hot then your hands will be too in the sleeping bag even though it has less layers. Having said that if you are closer to being just comfortable then there isn't as much heat to transfer to the hands and probably feet. Solutions socks and gloves. I am fortunate (I think) in that my height means I had to get and XL bag. These also offer more space inside. Afterall everyone who is tall is also bigger in their girth, aren't they!! Anyway I can wear what I want in them, however I usually don't have to. I find a pair of long johns and perhaps a thin base layer too is enough for me. I do get cold feet though so socks are a must for me. One thing I do use is a hat. Note that the face is often the only thing showing, especially if you draw the cords tight. however if you roll over in your bag the head is showing. That is why I think a hat is worth it. Clothing in the bag can work but you need to be aware of what could happen due to compression of the loft. I do think that if you can keep it on top of you a down jacket or even just a waterproof or fleece draped over the bag is a help if the bag is too cramped for internal layers. I'm a wriggler so it would only last about 5 minutes on top then I'll be cold.
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 If I've been really cold in a bag in winter, I have found that rather than wearing the duvet over my upper body, it is of more benefit to stick it loosely inside the sleeping bag to surround my legs and feet. That's where there tends to be more dead, cold, space.
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good tip NPC. I'll try it sometime. I do get cold feet in my bag. Aslo a cold butt for some reason. Never understood why that would be. Especially since it is my only self insulated part of my body.
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I used to take along long johns and vest that I'd only wear in the sleeping bag, following the advice given in several places. But I hated a) getting up at night for a pee and b) putting on damp, cold clothes in the morning (even if you place them under your bag, they still get damp and cold.
Then I started sleeping in my day clothes inside the bag, swapping the day jacket for a PHD Yukon smock and it was a revelation. I was much warmer inside the bag, if I got too hot I just stuck my torso or just the arms out of the bags to cool down and still be warm even if there's frost inside the tent.
And the plus is, it's no bother getting out for a pee and you get to see the stars at their best. And in the morning again it's a lot more pleasant to get out of bed and face the day.
A liner is a must and I'm going to try next the suggestion that I read somewhere of wearing one of those lightish Tyvek overalls that you wear when doing funny things in the loft...
But as all have said, you need a loose fitting bag.
Oh, and this arrangement, as Mike said, saves a lot of weight too (on a hard winter night, I get by with a PHD made to order bag that weighs only 600g).
So, I'd persevere and see if the cold spot problem can be sorted...
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 for a cold butt/knees, i've found that i can use my sit matplace it between your butt/knees and the sleeping bag.
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I suppose I should add that I use down booties (very light and they make all the difference) and a Downmat (not so light and it makes all the difference to cold spots!) 
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 > Maybe they simply don't want you getting their sleeping bags dirty by wearing outer clothes?;) My experience is that my bags get dirty from sebaceous oils from the skin, especially the face. Which is the main reason I use a liner. However, since I sleep in long base layers anyway, I'm considering moving the solution to a silk balaclava and light socks to keep the bag clean instead; lighter and easier to care for.
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 There is a good (Members only) article about this on BPL
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 I've used down trousers and down vest in my sleeping bag together with a full baselayer and it was fine. I have enough room in my Minim 500 to do this without loosing much if any loft and I've also managed in my ME Xero. You say you slept in your normal day clothing, did you change into a fresh baselayer? I found that even if the baselayer you've been wearing all day may be comfortably warm and feel dry it probably isn't dry enough and that can cause you to feel chilly, at least that was my experience. As someone else mentioned if you get too warm and start to sweat you can soon start to feel cold.
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 I think the Swedish ice hotel has it spot-on. I find that when sleeping, the reduced blood flow and reduced muscle activity makes for a far less even warming/cooler effect, the blood is not so good to conduct heat from hot spots to cold spots when you are asleep. Clothes can constrain the blood flow further and trap heat more locally so you end up with both sweating and cold. I found the most warming heat just a baselayer and a well insulated bag. My personal curse is cold feet. I had a good experience stretching a summer bag into spring by placing a warming vest over the end of the foot of the bag on the outside. I suggest clothing is a way to get the right insulation in the right places for you, but in general clothing just makes you colder. One cool spring trip I used Cambia longjohns in daytime in "cool" and at night in "warm" and used a Torres gilet as pillow and as evening insulation. I did pretty much prove to myself I had to get a better bag as just more clothing just made me sweat and feel colder. I also have a silk liner, its quite big packed relative to down, I suspect on a weight and volume basis its not helping, but I still carry and use for wicking (sweat which may form) and cleaniness. Silk liners can be expensive, so just be patient for a sale item.
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 "clothing makes you colder?" I'll remember that the next time i'm freezing in the hills. A quick strip down to my boxers should warm me up. You need to understand all the factors involved if using clothing as part of your sleeping system. Yes, too much clothing can cause you to sweat, and then chill. Yes, restrictive clothing may reduce blood flow. You have to think about what you are doing, and select individual items that will work together as a system.
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