First and foremost, you want to keep as much heat as possible near the tree by tenting over the tree with plastic. To construct protective tents, start by laying out plastic trash bags flat on the floor and sealing the open ends with a strip of duct tape along the length of the open end of the bag. Overlap the edges slightly and tape enough bags together to make a large sheet at least as tall as the tree and as wide as half the circumference of the canopy at its fullest point.
Make a second sheet, the same size and lay the two sheets on top of one another, lining up the edges.
Tape the top and sides of the two sheets together by folding a strip of duct tape from the front to the back. Be sure to leave the bottom open. This should leave you with something that looks like a much larger plastic trash bag.
Fill gallon jugs with warm water and place several at the base of the tree. Be sure to leave at least an inch of headspace at the top of the jug and keep the lid loose, just in case the water freezes. The water jugs act as a heat reservoir, releasing heat gradually over the night to keep the temperature around the tree warmer.
Cover the trees by sliding the open end of one of the plastic covers over each tree and carefully pulling the plastic down around the canopy. This can be tricky in a breeze. The plastic should reach all the way to the ground and the water jugs should be inside the plastic.
Weigh the bottom of the plastic down with stones, small logs, or whatever is handy. Try to make sure there are no gaps around the bottom of the plastic. The goal is to make sure that any heat that radiates from the ground or the water jugs gets trapped inside the plastic tent.
If daytime temperatures heat up above freezing, remove the plastic during the day so the tree does not bake. Replace whenever the temperatures threaten to go below freezing.