Re-sealable bags are probably the cheapest, easiest and most convenient way of storing your action figures but they don’t offer them much protection.
Available in a variety of sizes and are usually fairly strong they are ideal for storing loose figures and accessories. You can often find a variety of re-sealable storage bags in the kitchenware department of in an office supply store.
I would not recommend using these though except for your cheapest and least valuable of action figures as they protection they offer is very limited.
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