The ornamental design for bag with attached pockets, as shown and described.
FIG. 1 is a rear perspective view of a bag with attached pockets showing my new design;
FIG. 2 is a front view of the bag of FIG. 1;
FIG. 3 is a rear view of the bag of FIG. 1;
FIG. 4 is a left side view of the bag of FIG. 1;
FIG. 5 is a right side view of the bag of FIG. 1;
FIG. 6 is a top view of the bag of FIG. 1; and,
FIG. 7 is a bottom view of the bag of FIG. 1.
The broken lines showing the body of the bag, straps, handles, zippers and pocket are for the purposes of illustrating environment and forms no part of the claimed design.