Well, what king of bags, I mean are they "brand" bags like Gucci, or? If so, I would recommend Port Baku shopping mall (google for contact details). It's opened recently and all brand shops are located in there now. Otherwise (malls for cheaper goods) you can check local shopping centers, far from city center. But I'm afraid you can't reach them with just googling. You have to here and go and see what you are looking for.