I got a blanket and a fifth of comfort.
The comfort in the fifth of comfort can go two ways, one very literal, one more figurative and metonymic. If the comfort is in fact Southern Comfort, the drink, then there is no metonymy nor other figure of speech; it is quite literally a fifth of (Southern) Comfort. If, however, the comfort is the solace that the fifth / drink brings, that then becomes a metonymy. I suspect that is in fact a pun, intended to be read as both or either.