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Believe it or not, a trash bag is the world's greatest disposable windbreaker. I keep one with my pre-marathon bag and bring it with me even when I know I won't need to wear it. I wore one for the entire Harrisburg Marathon on 2006 during windy and rainy conditions, and I was surprisingly comfortable wearing a moisture-wicking short-sleeved shirt and shorts underneath the bag, along with a pair of lightweight cotton-blend gloves.
Here's how to wear your bag in style: Punch a hole in the bottom of the bag and rip an opening large enough to put your head through. Then poke a hole in each side at about shoulder height for your arms, and you're set to go. Once you start to feel warm, after 1 mile, 5 miles, or at any point, simply grab the bag up near your neck and rip it down the front when you approach the next water stop, and toss it off to the side. As a courtesy to your fellow runners, make sure you toss the bag onto the side of the road so no one near you slips on it.
Not only is that a crime on fashion (coming from a guy who has worn nothing but black t shirts and jeans for the past 5 years) but it is also littering, relatively unsoiled garbage bags should go in the recycling. Please revise to say "as a courtesy to your fellow humans, make sure you toss the bag into a plastic recycling bin."
The way it is worded now literally encourages littering
Peter, good point! We are going for comfort here, not fashion, but I do advise ditching your trash bag at a water stop, where it can be picked up and disposed of safely and correctly, and not just casting it off at some random point on the course, where it does indeed become litter.
On a wet and/or windy day the trash bag can be one of your most valuable items of kit. If you prefer to run in short sleeves but have a long wait at the start then buy a larger bag, don't punch arm holes and keep your arms in. It builds up and retains heat. Discard before condensation starts to build up, by which time you should be moving quickly and warm enough anyway.