This happened to me in Munich, during Octoberfest and the entire city is full of Aussies...
I spent the night in the EnglisherGardens under a tabletennis table, in a sleeping bag with a girl I had recently met and was traveling with; we held each other to stay warm and not freeze; very very cold night. But after 3am, I could not keep my eyes open.

I had a rail pass, and I should have just got on a train for Amsterdam or Paris, and spend the night on the train. I used to spend nights, criss-cross europe on the train, wake up in a new city, no hotel charges! ;-)