I do this all the time with banks, but usually just ones I bank at. I call ahead and inquire about bags. If they have them I ask them to hold them for me and go get them, that way some guys doesn't just step in off the street and ask what they have in their vault. Usually the vault teller or head tellers will be very helpful. I have my tellers all trainined to call me if something old comes in...
I have had better luck with bags off the coin counter than I have had with boxes.
Jim