From Homestar Runner Wiki
The Aldi Bag is an old plastic grocery bag that Senor Cardgage is almost never seen without. It might contain cold pizza, rotten vegetables, the shattered pieces of Senor Cardgage's former life, or maybe just melty candy bars (to be eaten really loudly while standing way too close to you in line). Senor Cardgage has also been seen using it as a pillow when sleeping in the alleyway. In the "Strong Bad is in Jail Cartoon", Strong Bad steals it and hides it behind the fence of Strong Badia.
Aldi is a discount supermarket chain that originated in Germany, and is now found in multiple countries around the world. The first Aldi store in the United States was opened in 1976.