There is often some confusion surrounding the travel bag & where it is - it's easily missed. You should find it rolled up, opposite your charging cable in the cardboard accessory tube labeled "Charge it, Clean it, Carry it." All ZIIP GX and ZIIP OX devices come with a quilted travel bag. If you still don’t see it, we are happy to send you what you need within the continental United States. Please reach out to us via email at firstname.lastname@example.org or call/text at 1-800-944-7031 so that we may assist you.