No, but they may be water-resistant. If you prefer a sleeping bag that can handle a spill without getting soaked, choose one with a higher thread count. Small amounts of water will typically bead off the bag, but if you spill a large amount, it will become saturated. Another option is to spray your sleeping bag with a fine coat of waterproof spray — but check with the manufacturer to determine whether the bag can handle this type of waterproofing treatment.