We have these attached to our flexi retractable leads. Better then the official flexi ones that require you to fiddle with the lids, I like just being able to grab a bag and tear it off. Not sure they would attach well to soft leashes because of the movement, but should work with a belt or bag strap.

Fell off the lead twice without even trying to get the first bag out. The elastic is too insecure for active dogs.