I don;'t really know all the ins and outs - no-one would have considered doing it until recently.
Here is the stuff I was looking at:
http://www.celotex.co.uk/
Celotex Insulation | High Performance Thermal Insulation Boards
Or:
http://www.lafargeplasterboard.co.uk/products/concepts/thermal1.htm
Lafarge Plasterboard - Thermalcheck boards

Some of the versions have some stuff to keep the damp back.
My place has insulated cavity walls - any idea if that helps with the damp?

I did not really go into the full picture of how bad things are likely to be - we are also perhaps unlikely to get full gas supplies - at the moment we are running a £50 billion current account deficit and a 3.5% budget deficit - the last recession we went into it running a 2% surplus and still ended up way in deficit.
That was without peak oil.
Things here are going to get really hairy in my opinion, with no heating or light for long periods.

I don't know as much about the situation of other European countries, obviously.
However, in a brief run-down Holland and Germany both have a housing stock which uses around three times less energy than ours, as they are properly insulated.
Germany is trying to close it's nuclear plant, but will probably have to change its mind.
I don't know how the schedule there is for plant retiring.
France is running about a 2% budget deficit.
They have 59 nuclear reactors which produce 80% of their electricity, are vigorously installing wind, are planning to install 5 million solar thermal water heaters, and are installing 50,000 air heat pumps a year.
They also have substantial wood resources, and many in the country can use that for heating.
For transport they are rapidly installing urban light rail.
Scandinavia is also well placed.
Southern Europe has poor finances, and will likely in a recession not be able to stay in the Euro.
Spain and Greece are heavily dependent on the tourist industry, and with cheap flights on the way out, to go with the housing slump and their awful finances, are arguably in a worse position than Britain.
In summary, Britain is ill-placed to weather the storm, much worse than it's nearest neighbours.