SCOTT L The one I bought for my wife did. Just the small stuff sack for packing though, it did not come with a large bag for storage (don't keep it stuffed in the small sack other than when you're using it - will damage the insulation). Ideally, when not packing it on for a trip keep it hung upside down in a closet, or tossed loosely in a large breathable bag w/o anything on top to compress it.