There are hundreds of bivouacs and shelters of various types throughout the Alps where you can sleep for free. The majority of them are in the Italian Alps. Here you can read how to use them and what to expect.
Huts and Free Shelters in Julian Alps
Julian Alps are a relatively small area in the north-eastern Italy and north-western Slovenia. But they have a high concentration of huts and free shelters and bivouacs, more than 80 in total.