I have a "parachute cargo bag" [pretty cheap from Amazon or any
sporting goods camping section], made of canvas. It is incredibly
sturdy, but admittedly just a little bulkier than ideal. It can easily
hold around a dozen Agricola-size boxes, for instance. In the past,
I've also used those $1 "save the planet" / "this is not a plastic
bag" grocery store bags. They can USUALLY fit about 3 Agricola-size
boxes, so I typically carry two, but they're much less unwieldy and
are cheap to replace.