Now that we've seen the picture...
Hot glue, rubber cement or contact cement may hold.
Hot glue will definitely come off cleanly with a minimum of effort, but I'm not sure how well it would hold to either the siding or the plastic sheeting.
Rubber cement will also come of cleanly, but again, I'm not sure how well it will hold.
Contact cement should hold pretty well, but I don't know how well it will come off.
Since both hot glue & rubber cement should clean up very nicely, it would be a simple matter to test them out and see how well they hold.
If neither proves suitable, contact cement would be worth a test. If you can find a scrap of (vinyl?) siding in the garage, it would be worth testing it on that while you're trying out the others, to see if it will clean off reasonably enough. If you can't find a scrap, look for a construction site around town somewhere and ask if you can have a scrap of siding. They sure won't care if you're carting off some of their garbage for them, but it's nice to ask first. Of course, if nobodies on site in the evening, and you're just taking a little scrap left on the ground...
A clear silicone caulk would certainly hold, and if it's only up over the winter, it should come off mostly easily in the spring. Any amounts that may get stuck into the embossed wood grain in the siding should mostly disappear since the caulk is clear. You may notice some yellowing/dirtying in 5 or 10 years and decide to get more aggressive about removing it then.