Secondary Double Glazing is possibly what you mean.
I have it in one room - sliding glass panels in lightweight aluminium frames. I would guess that the same can be had with plastic panes - not sure.
Several years ago much was made in the UK press of a scientist at Harwell who used clingfilm as a cheap double glazing alternative.
https://www.youtube.com/watch?v=_IYuEI6mLRw
http://www.thisismoney.co.uk/money/experts/article-2081663/Does-double-glazing-cling-film-windows-stop-heat-loss.html
Peccavi
January 2013