If I am running in a remote area or in winter I carry an Adventure Medical Kits emergency bivvy with me.

Adventure Medical Kits emergency bivvy
This small, lightweight sleeping bag type bivvy bag is a great piece of kit which will take up hardly any room in your bumbag or pack. If the worse thing should happen and you or a mate gets injured whilst out running in bad weather then this could really help prevent hypothermia whilst you wait for mountain rescue.
The bivvy is basically a large bag made of heat reflective polythene that you can get in to. As it is a bag rather than a blanket it traps heat effectively and is totally windproof thus creating a protective environment for anyone who is immobilised. Note that it is not breathable and so condensation will build up in it over time so it is not suitable as a sleeping bag!

Adventure Medical Kits heat reflective bivvy bag
Unlike the traditional plastic orange bivvy bag, this version is made of much thinner polythene meaning that it packs far smaller and so is suited to packing into a bumbag or similar. They are available in different sizes i.e. one or two person, I use the smaller version.
Some mountain races and long winter races such as the Trigger have emergency bag / bivvy on the mandatory kit list. the AMK one is ideal. At around £15 it really is an essential piece of kit for anyone running in more remote areas.

imagine waiting for Mountain Rescue here!