Ahh, I apologize for this in advance. I meant to post this in the cosplay supplies thread.

It's a messenger bag.

A friend of mine who's previously cosplayed Scout suggested that I use a duffel bag for when I was first getting together my cosplay. You can find one of approximately the right size at places like Academy (in the camping section, if I recall correctly). I had to modify mine a bit, though - I picked off the threads connecting the straps to the bad since they went around the thing, as opposed to being connected at the ends of it. After that, it should be a fairly simple matter of reattaching them properly. I hope that helps a little.

I can stick up a photo if necessary, in case you're confused by what I'm trying to describe.

*bag, not bad. Whoops.

It is not a messenger bag. If you actually care about making it look right, and I assume you do or you wouldn't be asking for help finding something like it, please do not use a messenger bag.

Try http://tf2chan.net/cosplay/res/29.html#133 for a simple to make bag thanks to Spork.

Failing that, I hear bags for carrying yoga mats are pretty close. Either way, you're looking for a sling of some sort and not a messenger or backpack etc.

My friend cosplayed Scout once, and she used the bag that her fold-up beach chair came in, and just painted and tweaked it a little. Perfect shape, just needed to have some stuff added.

Obviously pretty late by now, but if all else fails you could get some towels and an umbrella, strap that to your back, and just say you're wearing the Lucky #42.