It's called Reflectix, and yes, you can find it at your local home improvement store. I picked it up at Home Depot.
It's foil on both sides with bubble-wrap material in the middle. Very easy to cut into any shape you need.
It's also very affordable.
We don't get super cold temps in this part of California, so I don't have a lot of personal experience with cold weather insulation, but I have used it in very hot weather.
It works great at keeping out the heat. The moment I pull it off the window, I feel the heat radiating off the glass that it was blocking.
(If you look closely, or zoom in, you can see the little, white conduit clamps I use to support the curtain rods).
(At the bottom of the picture you can see the hardwood trim I use to hang the kitchen counter / table between the rear doors).