I do remember the paper bag on the step of the trailer. It probably contained the shirt that Ennis took away from Jack's parents' house.
These bags would be a kind of metaphor of alpha and omega, the beginning and the end.
I think so too. The paper bags definitely seem to be signaling a beginning and end:
Beginning of movie: As Ennis arrives in Signal, he steps out of the truck holding a paper sack containing all his possessions (a change of clothes) for the summer.
End of movie (before the epilog w/Alma Jr.): Ennis leaves the Twist house with a paper sack containing the shirts, all that he has left of Jack.
Another repeating theme (which is not mentioned in the screenplay) is how the opening scene of the distant truck traveling on the highway is later echoed by the shot of Ennis's truck leaving the Twist house. (In the screenplay Ennis is supposed to be driving down the dirt road away from the Twist house, not driving down the highway) Also in the opening scene it is early morning, and in the later scene, it is early evening. I only noticed these subtle touches on repeated viewings, but once you notice them they really add to the power of the film.
Besides the paper sack I've noticed other similar beginning/ending themes in the movie, just can't think of any at the moment, darn...