This came by way of Tracie’s sister-in-law. I haven’t actually tried this yet, but it seems clever. Whether or not it would work would depend on the thickness and strength of the bottle, I’d think. Here are the photos from the email; I rewrote the instructions because my inner tech writer couldn’t deal with the grammar in the original text.
Cut off the neck and part of the top of a water bottle:
Insert the top of the bag through the neck of the bottle, fold it down over the threads, and close it by screwing on the bottle cap: