When I lived in Italy, not only were you expected to bring your own bags, you bagged your own groceries and returned your shopping carts to a particular spot to get back your deposit (about the equivalent of 10 cents, but it was the point - that sized lire coin was useful!). I still get funny reactions when I start bagging my own groceries here. The grocery stores had bags "just in case you forgot", but you always paid for them.