Small, inexpensive, endlessly useful, Sea to Summit Ultra-Sil Dry Sacks are something I like to keep in my camera bag at all times. When the weather gets damp or you have to head into the water or sand, they can be a lifesaver--digital cameras and water usually don't play well together.
Dry bags come in all shapes, sizes, and thicknesses and many of the others on the market are much thicker and designed for heavier duty. If you're schlepping through the Amazon, you're going to need something more military grade than these--perhaps something like a Pelican case or three. For heading out hiking, boating, or kayaking, something like these Seal Line Black Canyon Dry Bags work well. But that extra thickness and protection comes at a price: extra weight and space.
The beauty of the Sea to Summit Ultra-Sil Dry Sacks is that they're incredibly light and roll up to take up no space at all in your bag, so they're perfect to have on hand just in case the weather turns nasty or you're headed to the beach or a waterfall. I've drowned a few cameras, and I've seen what nasty things water can do to the innards of a modern electronic camera. It ain't pretty.
I keep two light-weight dry sacks in my camera bag most of the time, a 13L one that take my main DSLR and a 4L one that can take lenses, wallets, phones, or maybe just if I want to keep my lunch dry. They're so light, cheap, and endlessly useful that there's no reason not to have them on hand.
Available from Amazon.