The thin pages of many Bibles can be used as rolling paper in emergency situations. Most books have a few blank pages at the end, or in the beginning, and the Bible is no different. In a pinch you can use a thin blank sheet of a Bible page for makeshift rolling paper.
Most hotels still have Bibles in their rooms.
Since I was traveling I had no Zig-Zags so I used a piece of Bible paper from the free Bible to roll a joint. Thank God.