In SF there are plenty of record stores and books tores that have you check you bag an the counter, but at least you get a number. of course its not about terrorism, its about theft. I aumming you used to word confiscate beacuse you got riled up. you did get yoru bag upon leaving the sore, right?
never had a problem in a grocery store. (at least not in the US). I've got plenty of choice in my area, and trader joes actually encourages you to use your own bags.