No Gen Dec, no NOTOC or other supporting documentation. Or in other cases the bag had already been sealed and although you could be 99% sure what it was, it could have had anything inside.
I've sure had those thoughts when on rare occasion being asked to carry a colleague's flight kit on an international sector. And, I've had maintenance put a large sealed manila envelope in the cockpit to transfer documents to the next station. I was just hoping it didn't have OJ's knife in it.
I offloaded a mystery bag placed with the crew luggage just before departure a few years ago. It didn't have a crew tag, looked like pax luggage and the name didn't match anyone onboard. Turns out it belonged to a deadheading crewmember, the name was that of his wife's sister and he was quite indignant that I didn't figure it all out in the post-911 security environment. After he pitched a fit, I was sorely tempted to take the bag and offload him.
Back during the Cold War I used to see Russian couriers on the LGA-DCA sector of the Air Shuttle. They would book two seats in first class on the 727. The courier would sit in one and a large white canvas diplomatic duffel would be strapped in the next seat. I'm sure there was a good paper trail on that one.