nope. but alot of the more expensive strollers come with a travel bag or one can be purchased separately. i don't know about the quality of this one, but it's relatively inexpensive.
i would recommend something like this. twice that we used a cheap umbrella stroller when travelling when we got off the plane the clip that keeps it folded was broken off. (didnt notice until later because they unfolded the stroller for us, so it was sitting there ready to use.) this would prevent that. Also, it might be nice to have on hand in the car if the wheels were dirty and you didnt have the time to clean them. the only drawback i see would be the hassle of putting it in and out of the bag.