Or, if you don’t want to rip up t-shirts and sweaters, you could use plastic bags. Which you get for free when you go shopping, unless you are much better about remembering your reusable shopping bags than I am or still know where to find paper grocery bags and remember to ask for them.
In searching for instructions on this, I also found one site which mentioned knitting with VHS tape. I suspect that means the old cassette tapes still haunting the closets of those of us to whom the terms “VHS” and “cassette tape” mean anything would be appropriate for similar use as well.
