I suppose if you travel enough, sooner or later, it will happen to you. You know, when you get off the plane, and stand by the baggage claim area of the airport, waiting for that conveyor belt to move, hoping that one of the bags on it will be yours. And then it moves indeed, and slowly, the bags appear from the bowels of the airport. And yet, unfortunately, you see people one by one picking up their suitcases, and yet yours doesn't appear. And after all the bags have been picked up, the belt stops moving, and the door shuts. So you think, where is my bag?!
It has happened to me three times now. The first time it happened to me was when I was flying from Chile to Canada. I was flying on LAN Airlines from Santiago to Miami, connecting to American Airlines to Toronto. On a single booking. I had this hunch that since we were first flying to the USA, we had to pick up our bags in Miami, because that's the US policies. USA airports after all didn't have sterile transit areas. Everyone entered the USA even though he was just in transit. So when our bags didn't show up, someone told us that we were in transit and therefore it will just appear in Canada.
It took them three days to find it and deliver it back home to Buffalo. That was in 2011.
The second time it happened to me was in January 2015. I was flying on Turkish Airlines, first from Bangkok to Istanbul, connecting to a flight to Budapest. I had a short connection of one hour and 15 minutes, if I remember correctly. My first flight out of Bangkok was delayed, and I only had about 40 minutes to connect to my second flight. I made it, but my bag didn't. So when I arrived in Budapest, my bag didn't show up. The belt stopped moving, and the door shut down, and my bag was not there. So again I filed a claim at the lost and found office, and fortunately, the airline already sent them a message saying that some bags were still in Istanbul as they didn't make the connection. They delivered it to me the next day.
The third time it happened to me was on my most recent trip, when I was flying back from Morocco to Germany. I was flying on Royal Air Maroc from Casablanca to Brussels, connecting to Brussels Airlines to Berlin. Again, my first flight was delayed, and I made the connection. However, unlike the second incident, this was not because of the tight connection. Because it turned out that my bag wasn't loaded into the first plane in the first place. So after 4 days, they delivered my bag to my apartment. It turned out that it was sitting somewhere in Casablanca Airport, and it took them 2 days to locate it, before loading it to another flight from Casablanca to Berlin.
This made me think, what exactly could I have done to avoid delayed bags? The second incident with Turkish Airlines was explainable, I could do nothing with that, it was simply a matter of time, as the delay resulted in not enough time for the bags to be moved from one aircraft to another. However, there are common things between the first and third incidents that I think contributed to this incident.
See, in both cases, I checked in early. Normally, they say that you should check in 2 hours before your flight. Well, I remember that when I was in Santiago, that was a day where we came to the airport really early, because we exhausted all the things we wanted to do in the city. So when the counters opened allowing check in 6 hours before flight departure, I went ahead thinking that it would be nice to finally be away from my bag, and I don't need to haul it anymore all over the place.
The same thing happened in Casablanca. I arrived at the airport 4 hours ahead. And I saw that the check in for my flight was already open. So sure enough, I checked in, left my bag with the airline, thinking that I'll just burn my time inside the duty-free area of the airport.
In both cases, I had delayed bags. So I hypothesize that when you check in early, they do keep your bags, but put it somewhere aside, as your flight isn't departing in the next two hours. But that is problematic, because that means that there is a higher chance that they will simply forget that your bag exists, and your bag won't be loaded into your aircraft.
So, what's the lesson learned here? Don't check in early, if you have bags to check in. It will probably be misplaced.
I guess if you travel enough, then it will happen to you sooner or later. Given my flight statistics, it seems that it happens to me once every 38 flights. Hopefully it doesn't happen to me again in the near future.