Dig a pit
If you don't have a good cooler bag, dig a pit. It can't be done easily everywhere, but in many places it can be done. Dig a pit and store your things to keep cool in here. The ground is usually a lot cooler still and the sun can't reach it. It's nice to put everything in a plastic bag, though, so everything doesn't get covered in sand.
Use a wet cloth
Wet cloths, socks, kitchen paper or, if necessary, newspapers work very well. The water evaporates, and while evaporating, heat is extracted from the product that needs to be kept cool, such as a bottle of water.
You get the best results if your wrapped package is in a drafty spot out of the sun. So nice and shady, and preferably in the wind.