We have gotten a regular bed sheet folded over as a pack n play sheet. My daughter was less than 3 months old at the time and we called housekeeping and asked them for a pack n play sheet since using a queen size bed sheet is a big hazard for a baby and they said they were all out and would try to get us one the next day. The did end up bringing one the next day, but we never even used the pack n play because it was so old and used that it was very, very shaky if you barely touched it. She slept in our bed on that trip (I know, like that's any safer than the queen size sheet or the rickety pack n play), but we took off the blankets and put her in her sleep positioner.
Oh, this was at the GF. We stayed at Pop the night before and got a pack n play there and it appeared to be brand new and had a fitted sheet. This was in May 2004, so Pop was pretty new so that might have something to do with the age of the pack n play there vs. the GF. Next stay at the GF we asked for a regular crib and that worked out much better.