In the winter I carry enough warm things that I can either ride out a night in more or less any weather within normally expected winter parameters, or walk to somewhere safe. I'm reasonably competent driving in snow and ice but just about every year the first snowfall is soon followed by emergency vehicles everywhere because some idiot didn't understand that driving 55 in the snow is a Really Bad Idea. Sure, your four-wheel drive will help you go but the laws of physics aren't superseded by your car's technology and in the ice it takes longer to stop, and if you lose traction you're not taking that next corner. Too bad if you slide across the road into something coming the other way.
Aside from that it's mostly things that I sometimes need but could easily forget. If I'm buying lots of 2x4s I need a rope to tie them down to the car's roof bars, so keep a rope in the car so I don't get to the lumber yard, load up the lumber, and only then find the rope is in the garage at home.