(Spokane Valley, Washington)
You don't need much
For making a shelter, you don't need anything beside a knife, faith, hope, and god.
If you are near any trees with pine needles or lots of leaves, break some branches down. Make a pile, then take your knife, and skin the tree. You can make twine from the tree, to tie together your shelter.
Find some low branches, that you can tie things too. Get some of your branches you broke down, start tying them together and making a canopy. Its a shelter =] easy to make too. Do it by two trees, that is the best way. =] Good luck!
Be a wilderness survivor, not a wilderness victim.