Whenever I get a small bag, the size you get when you purchase a greeting card or book, I save it for my car. There is a spot for an open one for small trash (like kleenex) and several folded ones in the side pocket of my door. Bigger trash gets taken out every trip.
Our other cars don't have convenient spots, so I just try to keep some bags in the car in case we have little trash. I don't mind big stuff, I'll remember to take that out. It doesn't happen that often, but it drives me crazy to have little stuff like kleenex, gum, etc. and not have a place to put it.