The looks of the liquid containers/ waterbags are widely discussed. Especially in the re-enactment community there is no concensus on how these look liked. It is my impression the the often shown metal canteen was not used for water, but for oil.
A small wooden barrel found in Oberaden, Germany was possibly one of the methods to carry water on the march, along with leather containers. It has been suggested that the ‘enveloppe bags’ shown on Trajans column (Rome, Italy) are actually liquid containers. Further evidence for this argument are finds of parts of similar bags, like in Berenike, Egypth.

Here my first replica. Note the edges are sewn with a thong of the same material as the bag to prevent leaking. Furthermore, the originals of these bags seem to have been rawhide instead of the leather used in this replica.
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Source
Christian Koepfer/Florian Wolfgang Himmler/Josef Löffl (Hg.) : Die römische Armee im Experiment , 2011.
Marquita Volken: The water bag of Roman soldiers, Journal of Roman Archaeology 21, 2008, pp. 264-274