No, but I wish that all high end vibes came with one. I love my Je Joue stuff but for that price I feel we should be given a bag because not everyone has room to use boxes as storage.
I will buy an Eden bag if I need one.
I also purchased some organza bags on eBay that are nice for non-glass toys. I only wish I had ordered plain because now I have to check for glitter stuck on toys before using them