This morning, I had an appointment and then I had to stop at the store for a few things on the way home.  I was late for my appointment and ran out the door at the last minute without my grocery bags.  I ended up running to BJ’s instead of going to the grocery store (they have a selection store brand organic foods now!).  Since warehouse stores don’t even have bags, it wasn’t an issue, but before I decided to go to BJ’s, I was brainstorming on how to deal with my forgotten bags.  

Running back to get the bags before going to the store isn’t a good option, because it’s an unnecessary extra trip and the fuel use isn’t justified.

Search your car for plastic bags — Do you keep a few in there for emergencies, a garbage bag, or just because your car is always messy (like mine).  If you can scrounge up a few plastic bags, use them as you would a reusable bag.

Buy new reusable grocery bags — Many of stores are selling reusable bags for less than a dollar now.  If you don’t need them, pass them on to someone who does, or keep them in the car for the next time you forget.
Go bagless — As Mickey said in comments, warehouse stores don’t even have bags, why do we need them?

Ask for paper bags — Encourage the person at the checkout to put as much as they can into one bag.  Once you’ve unloaded your groceries, save the bag for wrapping paper.

If you have to go with plastic bags try to condense as much as you can into a few bags (some stores tend to pack one or two items per bag) and tell the cashier that you don’t need bags for larger items like milk, detergent, toilet paper, etc.  Find creative uses for the bags you end up with, and/or reuse them for shopping for as long as you can.