Sand bags come in a variety of shapes and weights. They are used for securing the bases of light stands and set walls. Many have handles, for hanging on hooks or risers. Some have two wings, to allow draping over light stand legs.
Most are cordura nylon, some are vinyl covered and waterproof.
Some models of sandbags are shipped empty, for convenience and economy. They can be filled with sand, or any type of weight you provide, and emptied for storage, or transport.