Options depending on what you need:

Last minute rental cuz you just need a bag for this one trip:

Capitol Hill Outfitters (near Potomac Ave metro station)

Non-REI store because you want to buy a winter bag and actually keep it for future trips:

Casual Adventure Outfitters (Arlington)

And REI, which I would suggest the NoMa store, if for some reason the two options above don’t have the exact gear you need

Just got myself a Marmot 15F sleeping bag and I’m extremely happy with it