When I was a little girl my grandmother used to tie my hair up in rag curls which I slept in over night. They make very impressive, lasting curls in even the most stubbornly straight hair.
It's done by folding a small (roughly 6cm x 4 cm) piece of cloth over the ends of a section of just washed and damp hair and then rolling the cloth and hair up to the scalp. The two ends of fabric are tied in a knot at the top of the roll. I remember tearing the cloth into strips to prepare for this. One goes to bed with funny little rag bows all over the head.