Pete found this: http://www.homedepot.com/p/Household-Essentials-Christmas-Tree-Bag-with-Green-Trim-6032/203169587?MERCH=REC-_-PIPHorizontal1_rr-_-NA-_-203169587-_-N
not sure if it’s strong enough or not…those dimensions in the specifications are whack.
I had that Christmas tree bag and it’s not all that strong. Plus it’s really really ungainly and hard to maneuver. Two smaller bags might be better. Even if you want to go on the cheap, Glad makes ForceFlex trash bags and you could fit a ton in the lawn and leaf/large trash can size. (See here.)
I do like the idea of securing/storing the legs in the tables, though, like you’d mentioned. That way, if someone is doing a display like Tim is this weekend and only needs a few tables, he can grab what he needs without rooting through the legs.