No plastic bag, but on the return there were cubby lockers I somehow missed.didn't they give you a plastic bag to put all your stuff in @FuturoBA? They did when I went. Going up the River was still one of the most exciting and a bit scary things I've done. We went pretty close to the waterfall which was exciting. I didn't know about the moonlight hike but I would do that. Sounds like a unique experience. Thanks for sharing the link.