The urinary bladder comprises 3 principal types of tissue. The outside of the domed superior aspect is covered with a very thin sheet of peritoneum called serosa. The rest of the exterior is covered in a more fibrous connective tissue called adventitia. Beneath the serosa and adventitia, there's a layer of smooth muscle, called the detrusor urinae. The interior of the bladder, as well as the renal pelvis (innermost part of the kidney), ureter, and urethra (except its distal end), are lined with specialized epithelium, which is connected to the underlying layer by a network of connective tissue called lamina propria.
A cross section through the urinary bladder looks like this. I'm pretty sure the actual specimen (on the right) is from a pig, but trust me, it's basically indistinguishable from the human version. It's not NSFW or gross or anything, unless you're triggered by an H&E, which believe me, I understand. Auntie Thomas is here to listen. Let it out.
The detrusor muscle is composed of long fibers, which are arranged in such a way to allow them to stretch out without losing their shape. This, along with another muscle called the urethral sphincter, is why your bladder can accomodate urine. The detrusor fibers are normally relaxed and stretchy, while the sphincter muscle, which connects the bladder to the urethra, is usually tight. When the bladder is full, your brain, via your parasympathetic nervous system, signals the detrusor muscle to contract and the sphincter muscle to relax, allowing urine to flow through the urethra. This is called micturition, if anyone is looking for a ten dollar word with limited applicability in the real world. This is all involuntary, and that's you can't hold your pee indefinitely. At some point, your bladder just gets too full and your parasympathetic nervous system takes over because obviously you can't be trusted to handle it yourself.