Funny you should say that, not pig related im afraid but yesterday it was windy and blowing into the rabbit hutch, so my doe fashioned herself a windbreak with the extra hay i had put in there, she made a little tunnel and just had her head poking out.
Sometimes I think animals are cleverer than we give them credit for - and then I look at the other one sat huddled outside in the wind and rain soaked through instead of hopping a couple of feet into the shelter...