Vacuum cleaner bags are bags designed to fit inside the vacuum cleaner to trap the dirt and dust that is vacuumed up. When the bag is full, it is simply thrown away. This is opposed to a bagless vacuum cleaner, which uses a plastic container that must be emptied when it gets full.
Vacuum cleaner bags are usually sold in bulk, and can be purchased directly from the vacuum manufacturer or from an independent retailer. They can also be purchased online. Be sure to check the manual that came with your vacuum cleaner to determine which style of vacuum cleaner bags are appropriate.
Different sizes and shapes of vacuum cleaner bags are generally designated by a letter, such as "A" or "E." Once you know which letter bag your vacuum cleaner accepts, you can usually purchase generic vacuum bags and save some money. Be sure that using generic vacuum bags will not void any manufacturer's warranty on the vacuum, however -- in that case, just use the name-brand bags sold by the manufacturer. There are also special bags designed to trap allergens, though these are often more expensive than standard vacuum bags.
People with allergies generally find vacuum cleaner bags to be better for their allergies than bagless vacuum cleaner containers. This is because the bags are fairly well sealed when they are taken out of the vacuum; whereas when you open a bagless vacuum cleaner and dump the container into the trash, there is a good chance that some of the dust will blow back up into the room for you to breathe in.
One tip for making your house smell good after you vacuum is to add a small scented sachet to your vacuum bag. As you vacuum, the smell will be released into the room. When the vacuum bag is filled, simply throw the bag away. This may also work in a bagless vacuum, but be sure to follow any manufacturer's precautions before trying it.
Make sure to change your vacuum cleaner bags when they get full. A full bag will cause the vacuum to have trouble vacuuming up dirt and debris and will not get your house as clean. Some bags designate with a line how full they should get before it is time to change them, while others you will simply need to look at and squeeze them to see if they are full and need to be changed.