A side impact air bag module (10) includes an air bag (30) and an inflator (32) which is actuatable to provide inflation fluid for inflating the air bag. The air bag (30) includes first and second main body portions (70, 120) and a first retainer portion (80) which is disposed between the first and second main body portions. The first retainer portion (80) and the first main body portion (70) of the air bag (30) at least partially define a pocket (200) in the air bag in which the inflator (32) and a diffuser (34) are disposed. Stitching sections (182b, 184b) close two sides of the pocket (200).