Line the bottom of a 13 X 9 inch pan with one bag of cookies and layer the bananas on top.
In a bowl, combine the milk and pudding mix and blend well with a handheld electric mixer. Using another bowl, combine the softened cream cheese and sweetened condensed milk together, mix until smooth.
Fold the Cool Whip into the cream cheese mixture. Add the cream cheese mixture to the pudding mixture and stir until well blended.
Pour the mixture over the cookies and bananas and cover with remaining cookies. Refrigerate until ready to serve.