What would a Roman soldier do with his sagum?

The one item of cold weather clothing which most of us already own is a cloak and for the Romans (like everybody else) cloaks were probably the most obvious protection from the cold available. Two sorts of cloaks seem to have been common amongst the general soldiery, namely the paenula and the sagum. These (especially saga) could be very big and heavy (and consequently warm) and in the case of the paenula, could feature hoods. In addition to this, there are literary references to undercloaks (subpaenulae) and at least one of the Rhineland stelae seems to show something which looks like shoulder doubling on the inside of the cloak. It is also relevant to state that if the cloaks were not subjected to modern dying processes they would retain much of the natural lanolin in the wool, which would make them fairly water resistant. Cloaks however, are not practical to wear all the time so they represent only one of a number of types of cold weather protection.