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At least in Europe, since the introduction of the bag surcharge, the new plastic bags are thicker and much stronger. At most, they get punctured, but I have never had one break open on me.

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The grocery store I grew up shopping at (in NY) also had thicker bags, but they were still vulnerable to punctures, which would turn into tears under the wrong conditions. They used to put a paper bag (no handles) inside a plastic bag (with handles) - which turns out to be super sturdy. You could carry cannonballs in those things, except that you could feel the handles stretch out after a few blocks.

In Finland there are small biodegradable plastic bags available in grocery stores. Free of charge. They're mainly for vegetables, fruit etc.

Downside is that they are weak enough to break if mishandled.

Bigger bags to hold all your purchases - made from recycled plastic - are available from the cashiers for 20 cents.

Edit: Regular small bags are also available free of charge.

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