Answer below:

I was watching So You Think You Can Survive on the Weather Channel and I thought I'd pass along this knowledge because honestly I didn't know this and neither did my husband.

The answer is ONLY IF THE ENGINE IS RUNNING.

The scenario they were discussing was a whiteout, how you should pull over if you can't see and wait, inside the car, with your seat belt on, and the engine running. Besides keeping warm, apparently it'll make sure your air bags deploy if another driver loses control/isn't driving responsibly and slams into you.

Great reason to keep the gas tank filled before a winter storm if you HAVE to drive!