Since it's been several hours since your post, I'm sure everything is resolved by now. I had a very similar incident just a few days ago. I learned a long time ago to keep those bags out of their reach. They are attracted to them because they are made with lard or tallow, and a cat's sensitive nose can pick it up. This is why so many of them chew on them, too. But the other night, long after I had fallen asleep, one of them knocked over the recycle bin, and the bags were accessible. I was woken up to gosh-awful noise, and realized ALL FOUR of the cats were tearing through the house. They were hurtling so fast I couldn't even tell which cat was which, even though none of them are alike. I could also distinctly hear the crinkle of a plastic bag, but couldn't help because I could not stop them nor even determine which cat was in trouble. Finally they all settled down, to an extent. They were still really wired. I located them all but found no one tangled in a bag. I finally figured it must have been Cookie that was caught because she would not come out from under the bed and hissed at me when I tried to retrieve her. I went through the house to remove the bag, but could not find it. I picked up the bin and secured it, and went back to bed, even though I was nervous about not having found the bag. The next day Cookie was still under the bed, and my son found the bag behind his toilet. As you found out, the situation is made worse because they think they are trapped in the jaws of a predator and their instinct is to run for their lives. You can't say it too many times: keep track of those bags and make sure your pets can't get them!