Supermarket bags are not free.
I can’t think of a single supermarket experience in Europe where grocery bags (aka carrier bags) are free. The big supermarkets in the UK have free grocery bags but on the mainland, you will be really hard-pressed to find a supermarket with free bags. This is why I always recommend that people traveling to Europe bring a “Target bag” or backpack (aka rucksack) or something to transport groceries from the store to their hotel room/apartment. If you aren’t prepared, you’ll either have to juggle your items in your arms or buy a bag.
On a side note, on my most recent trip to Texas, I went to Target and purchased three items and the cashier packed each item in it’s own plastic bag. I often wonder why Target has never come under scrutiny for their lack of environmental awareness. Target is the worst when it comes to plastic bag waste!
UPDATE | August 26, 2015: From 5 October 2015, the Single Use Carrier Bag Charges legislation comes into force in England (and Scotland?). With this legislation, retailers with more than 250 employees are legally obliged to charge customers at least 5 pence (8 US cents) for every single-use plastic bag.