I mean, think about it... a lot of the time, you find a dragon in its lair lying on top of a huge pile of coins (thousands and thousands at the very least), gems, assorted art objects, weapons and armor, etc... HOW in the name of Io does the dragon move all that stuff from wherever it came from BACK to its lair? Especially small items like coins that would just slip thru its claws if it tried to grab a pile... and not every dragon owns a convenient item like a bag of holding to put all that loot in! Maybe they hire humanoids to haul it in wagons? (but the dragon would have to watch them every step of the way, or they'd surely make off with it...) Of course, some dragons can polymorph into humanoids themselves, but either way it seems like one dragon by itself would have an awfully hard time taking all those goodies back to its hidey-hole...
How, exactly, do Dragons get all that loot back to their lair...?
Hmm... dragons are natural spellcasters... teleport? 
They can also carry loot in their mouths and spit it out when they get to their lairs.
bags of holding
Well, if it's pretty large then the dragon could just eat the treasure. If it's treasure worth having, it'll come around again. Plus, who says that those magical arms and armor were unoccupied when they went down?
Races of the Dragon says that many dragons get the majority of their treasure from kobolds either by getting it as offerings or stealing it directly. It wouldn't be surprising if the kobolds had a hand in carrying it as well.
Races of the Dragon made too much of a link between dragons and kobolds. Yes, they're both reptilian, for the most part, but it was just too big a stretch.
Kobold are awesome. Don't diss the Kobolds... Or you'll regret it!
It's probably just a rumour spread by kobolds
There are reasons to prefer them as henchmen however: They're numerous but not individually powerful enough to threaten their boss, ingenious at traps and engineering, like to live underground, and aren't welcome in most places where you could spend stolen cash from the horde. Dragons are also renowned for their arrogance and sense of superiority, so the alliance might just be a case of prefering fellow reptiles to all those damned 'shaved ape' species... And although its not explicitly useful against them, the draconic ability of Charm Reptiles might have some influence on intelligent reptillian henchmen.
Some dragons could also shapechange to carry the loot back home...
In the Dragon Knight books by Gordon R. Dickson lesser dragons carried around their horde (usually just one or two very large, very precious gems) inside some sort of pocket inside their mouth. At least, as much as I recall.
I'm going to side with the idea that someone (either the dragon or its minions) carries it. Occam's razor, and all.
Regurgitation? I'm sure that's where the magical armor and swords all come from. 
As for Planescape, I always thought having a dragon-ran bank would be an interesting twist on the dragon's hoard concept. It could definitely be a thing I could see some dragons doing, and I'd imagine the default rate would generally be low; getting eaten/breath attacked to death by a very PO'ed dragon would probably be something most people getting a loan would be very assiduous in avoiding, especially as it would probably be legal on the dragon's part, assuming he didn't hurt anyone else or anyone else's property. Plus, then they can reasonably ADVERTISE how difficult it is to successfully get money out of their hoard, and have other people pay them to make it more so. It would be a win-win situation for the dragons. Since teleports into the banks aren't likely to be easily available in Sigil, that means potential bank robbers have to physically assault the banks in order to steal the cash. (Granted, you have a chance of finding a portal, but anyone who knew about a portal into an 'unrobbable' bank would be wise to make sure the knowledge stayed dark lest they get killed or otherwise.)
I guess they do it the same way as humans would...
dragons = realy big squirrels
Thinking about the matter in folk tales and fairy stories... much of the loot (and the Princesses) are actually delivered to the dragon as tribute, dropped off neatly at its doorstep. Otherwise its minion-time. Some of them might be loyal enough for the task... and shifting their own booty sounds like it would be 'beneath' most dragons.
This is what henchmen are for, after all.
Or to plagarise Knights of the Dinner Table, maybe the modern dragon has moved his horde into public equity companies and investment banking? It now lairs on reams of fax paper and copies of the Wall Street Journal.