Bike bags are made to safely transport your bike, whether that be by plane, train, bus etc. You will need to partially dismantle the bike, usually removing front and rear wheels, to fit the bike into the bag. Once this is done your bike will be ready for transportation
Pannier bags can be attached to the front or rear of your bike and are often sold in pairs to sit either side of your wheel. They are popular accessories for touring bikes as they enable the rider to carry enough equipment to be self sufficient. They can also be used by commuters to carry things such as laptops, change of clothes, shoes etc.
Wheel bags are padded bags designed to allow for the safe transportation of your wheels. They will generally hold two wheels but you can get individual wheel bags as well.