When I was a little kid, supermarkets often had these hanging plastic sheets with slits cut in them over the upright refrigerated produce and dairy sections to keep the cool air in while allowing people to easily reach through and grab the groceries.
It was so easy that no one thought twice about it, but for some reason they all disappeared.
One day I opened my refrigerator, felt all the cool air coming out, heard the compressor kick on instantly, and I still wasn't sure what I wanted, so I stood there like an idiot, trying to decide while being distracted by my money (in the form of electrically generated coldness) spilling all over the floor for no particularly good reason.
So I decided to do something about it.
In response to all the comments - com'on guys! Don't you read the other comments that other people already posted before you write your own?
"Most of the heat is stored in the items in the fridge" - this is true, IF the fridge is mostly full. If it is sometimes fairly empty, it will improve its heat holding ability, as well as require less cycling of the compressor, to put full, sealed, bottles of water inside to take up space.
"The items in the door will be warmer" - Possibly. Good question. I'll put a thermometer in there and find out. I personally don't keep any dairy in the door (mostly condiments and cool water for drinking) so I hadn't thought of that possibility as a negative.
"Why not use velcro / magnets / spring curtain rod instead of tape, so it's removable" - Not a bad idea, though I'm not at all sure how well it would stay in place. If I happened to have any of those materials lying around, I might try it, but as I have a huge rarely used roll of packing tape, that's what I used. I wouldn't take it out when loading the fridge after shopping anyway, as thats when it is most useful.
"This won't make a huge difference in energy use" - Almost none of the energy saving ideas I propose will, alone, make a huge difference. Cumulatively, though, I have a monthly energy usage of under 60kWh (for a two person, one cat, household - with high speed internet, two computers, 27"TV, DVR, videogame systems, microwave, etc) for a cost of less than $8, compared to the US household average energy use of just under 1000kWh.
60 vs 1000.
I feel that speaks for itself.
For a bunch of other tips that won't save that much by themselves, but add up to $1000s in annual savings all added up, see: http://www.instructables.com/id/Not-your-average-save-energy-advice-use-less-en/ ]
Step 1: Get some plastic sheeting
I work as a hauler, so I knew sooner or later I'd end up with a bit of plastic sheeting for free. Since you probably aren't a hauler, you could always buy a cheap vinyl shower curtain or a roll of plastic sheeting, which should cost somewhere in the range of $1 to $5. Mine is translucent, just because that's what I happened to get, but it would be easier to find what you are looking for if you get totally clear plastic.
[UPDATE: having used this for a little while now, I would say definitely use totally clear plastic. If it isn't transparent, it sometimes takes a little while to find exactly what you are looking for, and if you have to spend more time searching past it, it defeats the whole purpose.]