Re: I had my bag stolen
It's perfectly natural even if, taken literally, it doesn't make sense. You are right that it almost makes it sound as if I did something to cause my bag to be stolen. However, we use the construction a lot (in BrE, at least), especially when referring to theft. You can almost read it as "I had (the unfortunate experience of having) my bag stolen".
Originally Posted by haseli22
I had my bag stolen.
He had his watch nicked.
She had her purse snatched.
The one thing this construction does is to make the victim of the crime more emphasised in the sentence. It's not just that the bag was stolen, it's more "I was personally subjected to a crime - and this is what the crime was".
Remember - correct capitalisation, punctuation and spacing make posts much easier to read.