Normally, no........
However for the birth of our second ( now 8??!!??) we kinda had an idea that the dude was gonna make an appearance VERY soon, and we had a wedding to go to. It was only a 12 minute drive up 287 from MoTown hospital, which was about 4 minutes and 19 seconds further than our house is. We were all dressed up in fancy adult clothes and she had her bag packed for MONTHS. Before we took off from the house, I threw some clothes for myself in a bag "just in case". Contractions started as the bride walked down the isle. We left immediately after the first kiss. Had to walk past all the reception food on the way out. Man I was hungry. The 17yr old valet kid was confused when I asked for our car.
"Wrong wedding sir? It happens"
"No, wife in labor. Hurry the fuck up"
17yr old kid shits himself as he runs away to get the car.
So, no. You don't need a bag, unless......