New York has those bottle in/ cash out machines. If you have a bottle that the store doesn't sell it would reject it.
Recycling is very regional. Some states don't have bottle deposits.
Where I live now, they gave up on the rules that nobody followed (plastic # types in particular) and have "single stream" where everything that might be recyclable goes to one plant and is sorted by machines/people.
I remember having to buy my bag in germany because I didn't have one. Ikea did the same thing here for a while (no bags), but they have plastic ones now.