Do heavy bags come filled or do I have to fill them myself?

It varies. Many freestanding bags ship with a hollow base you fill with sand or water on site, and several hanging bags (including some teardrop and PU kit bags) arrive unfilled. The Ringside Powerhide is one of the few that ships pre-filled. Verified-purchase reviewers consistently recommend packing sand rather than only water for a firmer, more stable feel.