"My Bag" is a song by British band Lloyd Cole and the Commotions, released in 1987 as the lead single from their third and final studio album Mainstream (1987).

[2] Cole's lyrics were largely inspired by the cocaine-addicted narrator of American author Jay McInerney's 1984 novel Bright Lights, Big City.

I took most of the scenarios from Bright Lights, Big City or things that I'd heard like some executive that we've dealt with getting a phone call from another part of the office saying, 'Come upstairs, it's snowing', which of course meant a whole load of new coke was in.

"[8] The song's music video features some altered lines as the band's record label feared it would either not get played or be banned for its drug references.

"[12] Andy Rutherford of the Gateshead Post noted that it had a "funkier sound than before" which "add[s] strength" to the band's "usual guitar-driven jangle".

[13] Mat Snow of Sounds commented that the song, with its lyrics where the narrator is "in the throes of a king-size nose-candy paranoid psychosis", "hardly suits Cole's made-to-measure cool" and, despite its "dramatic scenario", felt it to be "second-hand The The".