We have a church bag, too... let's see - has an AWESOME activity book that my MIL made for L.. lots of velcro stuff and snaps to play with... there are a few activity books online that I'd seen - with laces and buttons and such to keep busy fingers occupied. How about a felt board? A preschool/teacher supply store might have something small and portable? Or at least you could buy felts - animals, people, etc - and could probably make the "board" yourself by stapling/gluing felt to a cardboard backing, ykwim?
Finger puppets? L gets a kick out of these.. we got a pack of ten at IKEA - little animal finger puppets
Lacing cards... hmm - I forget where I got these.. a bookstore? Borders maybe? She's JUST getting the hang of them now, but still kind of fun to just "play" with
Magnet thingy - this was a gift that I think our friend bought from Cost Plus World Market. It's this little, flat tin box - about the size of a large book... that has these magnets inside - people from all over the world and their ethnic costumes.. You can "dress" each person, etc. Again, L is *just* starting to get the idea of dressing, but she's liked playing with it for awhile now...
Animals - We bought a little tube of animals from Michaels that she loves to take out and put back in - you can get all sorts of these little figures - farm animals, marine life, etc.