I think these are exactly what you are looking for:
They make them in men's and women's boxers and long undies too. I have several sets of the women's long undies and they are very warm! I wear them as my baselayer for sleeping while camping, and also for skiing, snowshoeing and just about everything else when it's cold out. They are expensive, but well made (mine have held up well through 2 winters of use).