If you don't want to use a plastic container or sandwich bags, this method of folding two paper towels around your sandwich both protects and gives no-mess eating access.
Photo by Benaz
Benaz demonstrated the concept at Instructables, and all you need is two paper towels that are still connected. Lay out the connected paper towels, and place the sandwich in the middle so the perforated line goes right through the center of the sandwich. Fold the bottom up, then that same section back the way it came. Now bring the upper portion all the way around the sandwich and fold the sides under.
When you're ready to eat, just peel away the top portion along the perforated line. It sounds complicated, but it's easy when you see it in pictures, so head to Instructables for the step-by-step rundown.
Clever wrap for your sandwich [Instructables]