For the last 15 or so years I've taken a lot of trips in the Western US where I ski during the day and at night unfurl a sleeping bag and bed down in the back of my car/truck/station wagon/etc. I find a deserted road or a plowed pullout or even the edge of a ski area parking lot. I have a very warm bag, headlamps, my own food, and no one seems to ever know I'm there. I've never been bothered or hassled, but once near Crystal in Washington moved in the middle of the night because some unsavory characters cruised by me a few too many times. Since I'm cheap, sleeping in the car often provides a much nicer atmosphere than sleeping in a rock bottom motel.
Can I do this same sort of thing in the Alps, particularly in Italy or Austria? I'd be using a rental car but still have a bag, headlamp, groceries, etc. I've been skiing in the area but never had my own vehicle and never paid much attention to if there was a quiet place to park for the night. Do police patrol back roads and parking lots? Are most roads too busy at night? Or are there even laws against it?