Flying with kids we often bring along a collapsable double stroller and check it to our final destination; we've always just re-used a big plastic bag given to us at the check-in desk, but this time they had us buy one of these:
They're $15, re-usable, and absolutely tremendous - really not a bad value at all for $15 - the double folding stroller fits in with room to spare, and it's much better than the plastic bags they used to give out. You could put car seats in this thing, golf clubs, etc - it's gigantic.
But you should know, that now they aren't giving out plastic bags any longer - the way it was explained to us, this is the only option now if you don't bring your own bag.