Vacuum bags are simply bags that collect dirt and dust picked up by traditional vacuums. Sounds simple right, but most people have problems because they do not changed their bags often enough.
Vacuum cleaners work best when the movement of air going through the machine passes freely. If you do not change your vacuum bags regularly the performance of the vacuum suffers because the airflow gets restricted.
As a rule of thumb vacuum cleaner bags should be changed once a month when used regularly.