Rats don't swallow what they chew, because of a pocket they have in their mouth witch they "put up" to keep non-food from going through. They chew so much, can you imagine all of that going through their digestive tract every time they try to get out of a hole/box/pipe? They'd be dead in a month! But sometimes mistakes happen and a rat does swallow something it should. Usually this just comes out the other end, but it could cause complications/internal damage if it's jagged or big, etc. so you should be careful about what you put in. I have plastic ramps and tunnels, and a lot of people on here have those Sputniks(the round, plastic, globe things you see in pictures). That's hard plastic, I wouldn't recommend any plastic bags near or around the cage- I imagine that could stick to their throat/mouth/digestive tracts. As for wooden things, they're fine. Rats naturally chew, in the wild and at home, and they can mostly control what they swallow and don't. But domestic rats are more eager to try new foods than wild rats, so don't thing they won't try to get a taste of anything that isn't healthy/digestable for them!(creams, toothpaste, soap, poison, etc.)
As a side note, rats sometimes do something called PICA which is the eating of non-food items(chewing and swallowing bedding, plastic, etc. etc.). This is mostly a symptom of a health issue, so if you see any of that, remove chewable items and take your ratty to a vet- or keep a VERY close eye on it for a while if nothing else is going on.
More about chewing and rat teeth:
http://www.rmca.org/Articles/gnawing.htm (the last paragraph is about that "pocket" witch lets them chew without swallowing)