My cats have gotten tangled up in plastic bags before, but they tend to be terrified when it "chases" them through the house.
About 3:00 this morning my female cat, Lori, woke me up with this strange hissing growl sound. She was somewhere else in the house, so I ignored it the first time. Then she did it again, in the bedroom. I sat up and turned on the light, and she jumped up on the bed, hissing again -- with a big piece of packing tape stuck to the end of her tail!
I guess she was investigating a box I brought home yesterday and somehow got attached to the loose tape. It took her a few minutes to settle down after that.