Here is a list of Pig Bag and Pig Gate locations:

Red Pig Bag: Behind the Big Keyhole Door on Stormy Mountain
Red Pig Gate: Above a roof in Charity Square

Green Pig Bag: In a 1,000 year-old Chest in the Lava Caves
Green Pig Gate: Behind the Smile Door on the North Side of Mansion

Pink Pig Bag: Behind the Big Keyhole Door on the North Side of Mansion
Pink Pig Gate: At the top left-hand corner of the Lava Caves

Orange Pig Bag: In a 1,000 year-old chest in Town Hall in Baccus Village
Orange Pig Gate: To the left of the tall tree in the Masakari Jungle

Navy Pig Bag: In a 10,000 year-old Chest on Old Tree Hill
Navy Pig Gate: In the dining room behind the left door at Familiar Mansion

Yellow Pig Bag: In a 10,000 year-old chest in Trick Village
Yellow Pig Gate: At the top of the Clock Tower in the Village of Civilization

Blue Pig Bag: Given by the Dwarf Elder in Dwarf Village
Blue Pig Gate: In the Million Year-Old Man's room in the Underground Maze

Black Pig Bag: Aquired after bagging the seven Evil Pigs
Black Pig Gate: In the Strange Small Room in the Underground Maze