[lsimpkins]

Been doing this since the late 1960s with no issues. I would pay attention to the recommendation that in placing a camera/lens combo into your bag, that stress on the lens mount is minimized. The largest lens I have left attached is the DA*60-250, but with an appropriate bag, I could see leaving even larger lenses attached.

[jddwoods]

I always have a lens attached to my K-3 when it is in one of my bags or backpacks. Typically it is the most likely lens to be used where I am likely it use first. Most often this is the DA 16-85 or the 55-300 PLM or the DA 21 Limited. I have 3 different size Domke bags and a Tamrac backpack. In the Domke bags the camera & lens sit upright in the bag with the small prime, but with the zooms, the camera lays on its back, lens pointing upward so I can pull it out quickly and easily.
A note of caution! My bags have well padded bottom and side panels. I would not do this with a bag with no, or little padding.
Another caution with the 55-300 PLM. I always fully retract the lens when I put into the bag. As others have stated, it is a very sturdy lens but if the lens is not fully retracted the inner barrel is vulnerable. I also fully zoom in the 16-85 so its barrel is not sticking out and vulnerable when not in use.
Caring for these lenses this way is important. Both of mine have absolutely no inner barrel wobble, even when fully extended in use and this simple precaution has kept them the solid performers they are.

[aslyfox]

. . . A note of caution! My bags have well padded bottom and side panels. I would not do this with a bag with no, or little padding. . . .

very important comment

you can always add padding if you want to protect your equipment more

perhaps the cheapest would be bubble wrap and tape or rubber bands

otherwise there are numerous " wraps " and protective lens cases for sale

[Photogarophy]

Wow, thanks for all the comments. Glad to be part of the Pentax family. I think I could use a little extra padding around the lens mount. This has been a great help. Thanks.