I used to buy bags for our compost caddy. (the sort that look like a square plastic basket.)
MacDonalds 'b' bags fit just as well. I asked for some when I was in, no problems, and I was handed a dozen or so.
I just use old newspaper. :D
Why do you need bags? I assume they're paper ones. I just take the kitchen compost bin out to the big one in the garden and tip the stuff out.