Here's a long slim hook for keys. It attaches to your keys rather than your bag, but otherwise should work similarly. You'd be able to move from bag to bag easily too. Use it with belts & pockets too. (I guess it wouldn't work with all bags, but I've inadequately studied the great panorama of Ladies' accoutrement - I'm still working on understanding the ladies themselves.)

I found something that more closely matches your desire. It's a clip hook (which you don't want), but it affixes to any bag pretty much anywhere. Though it pierces the bag, it may not be ideal for leather, etc., but it's closer to what you're looking for.