Plarn

Gather together all your plastic bags. Fold each bag over and cut off the top and tail and then cut into 3cm (1.25 in)-wide strips.

Join all your bags together to create one long strip.  Loop the end of one bag over the other bag and then pull the two ends to join. (like joining two rubber bands)

Roll up the long plarn you have created by wrapping the end of the plarn around your thumb, pointer, and index finger about 15 times.  Remove your thumb from the center and continue wrapping (not too tightly) around and around.  See a video of it here.