Found an over the door hanging collapsable laundry bag and a inflatable camp pillow that has a memory foam layer.
The laundry bag has wires that pop it open to give it shape and has a hook so you can hang it on a door. Give it a few twists and it collapes' down to nothing.
I hate the pillows that you are stuck with when you travel. They are always two fluffy or two thin or two hard. This should be a workable solution. It has a fleece like cover and has like a "pocket" for you head. Quick function test on our bed at home looks like it will be good to go. Collapsed it takes up the space of a folded shirt.
The over the door bag can be found in the section where they sell the over the door shoe holders and clothes hangers and the pillow is in the camping section.
Check your local store as it may be a regional/seasonal thing. $8 for the pillow and $4 for the bag.
Id post pics but they dont pop up when you search their website.