Grenade Bags

In the Call of Duty series, Grenade Bags (or Boxes) carry grenades for the player to pick up. In Call of Duty 1 and United Offensive, they're at preset locations and can't be picked up from troops. From Call of Duty 2 on, grenade boxes are dropped by enemies.

Call of Duty and Call of Duty: United Offensive
In Call of Duty and United Offensive, grenade boxes are at preset locations and can not be dropped by enemies. In those games, grenade boxes contain 10 Stielhandgranates, which is the maximum amount of grenades you can carry. The picked up grenades appear when you run out of the grenades that you're supplied with at the start of the level. In some cases, a grenade box is the first time you'll encounter grenades in a level.

Call of Duty: Finest Hour
In Call of Duty: Finest Hour, enemies may drop grenade bags upon death.

Call of Duty 2
In Call of Duty 2, grenade boxes (now bags) are dropped by random enemies. They contain three Stielhandgranates, but no smoke grenades. Mk2, RGD-33, and Mills Bombs don't come in bags, but still contain three grenades.

Call of Duty 3
In Call of Duty 3, grenade boxes are dropped by random enemies, each containing anywhere from 1-3 frag or Model 24 Stielhandgranate, and sometimes smoke grenades. Boxes that have an eagle and swastika on their lids can be accessed by meleeing them. These boxes contain either grenades or smoke grenades.

Call of Duty 4: Modern Warfare
In Call of Duty 4, troops randomly drop grenade bags when killed. Each bag has one frag grenade and (rarely) a Flash grenade.

Call of Duty: World at War
In Call of Duty: World at War, the grenade bag has been replaced by a single grenade (an enemy Kiska or Model 24 Stielhandgranate or friendly Mk 2 or RGD-33 . However, the single grenade can give you more than one grenade at times, much like a regular grenade bag would.

But in nazi zombies there are grenade bags on the wall to buy grenades.

Call of Duty: Modern Warfare 2
In Call of Duty: Modern Warfare 2, enemies still drop grenade bags that give the player one grenade and occasionally a flash grenade, like in Call of Duty 4. In multiplayer, if the player uses the perk Scavenger, deceased teammates and enemies drop a blue rough-out bag upon death, which resupplies one magazine, one equipment, and one special grenade when walked over.

Trivia

 * In later games (Call of Duty 4: Modern Warfare, Call of Duty: World at War, & Call of Duty: Modern Warfare 2), getting a headshot will increase the chances of an enemy dropping a grenade bag.
 * The grenade bags in nazi zombies look very similar to the ones in Call of duty 2.