Some polymers are flexible when pulled one way but not another(example:milkbags). Can someone please explain why this happens?

Think of polymers as long strings tied together but not bound completely (that is, just tied here and there) longitudinally (across the lines of strings). If you pull on the sides, the strings have a lot of give because they are attached just here and there. But if the strings are pulled from the ends, it is much more difficult to do.