If you remember, you can try to stuff a bag of poly bags into the inevitably full container at the supermarket. From there they are said to be recycled (they are made out of the same stuff as soda bottles), but I suspect a lot of them go to a landfill or incinerator. If they go into single stream recycling (like they did in Seattle, but not here), they pretty much need to be picked out of the stream first and by hand.