Yes, but only small bags. Please note that for security reasons your bags will also be checked before you enter. Here is a list of prohibited items:
Sharp items e.g. knives (including Swiss army knives) scissors, cutlery and screwdrivers
Paint spray
Padlocks, chains and climbing gear
Items that make a noise (e.g. whistles)
Banners, placards and flags
Liquids that are not in sealable containers