In addition to mwhite's tip of using a pillowcase....
use a zippered pillowcase when felting. When you check your item, it is easier to unzip/rezip than to tie/untie a wet piece of fabric.
I will have to check out the bodkin idea. I use a crochet hook to pick up stitches and move them along the handle to the end and onto my knitting needle.
Something I take for granted is my old 'Caboodles' make-up case from my high-school years. I use it to keep all of my knitting gadgets. I use a small make-up bag for my knitting necessities, but the Caboodles holds all of my extra gadgets...like a cute tackle box.