I was lucky....so lucky..I had a rather harrowing experience this past summer when KLM lost my luggage on my trip of a lifetime. There isn't any guide to follow and I am hoping to share what I learned so the next poor fool can have a better go of it.
The best problem is one you can avoid. Carry on whenever possible. If you have to check a bag or bags, carry on something packed with items just in case you never see your packed bag(s) again.
Blow off those ads for stylish luggage. My bags were missing for several days and during that time my sweet wife called our insurance company to find out if loss was covered by our homeowners insurance. Our agent told us that the majority of bags that
If they are lost .. They really are LOST. All of that bar coding is for show. The first stage will be denial. You will look on other carousels as if your bag jumped to somewhere else. It is lost, deal with it.
Report it to the agent. I can't imagine a worse job than dealing with lost luggage. They should make criminals work those jobs instead of picking up litter along the highway. You have to realize that the schlep you are talking to didn't lose it and since everyone treats him or her like crap; your indignity won't improve the situation.
If you are lucky they will tell you something like your luggage is on the next flight, it just missed the connection. If they don't know where it is, you are in for a wild ride.
At this point they will typically offer you what we called the YFK, or You're F___ed Kit and a valuable coupon (insert sarcastic voice intonation here) for a future rape. Because you are in shock and denial you will accept these items like a brave solider. It reminds me of when they offer you pretzels and coke on the flight. Everything you read says hydrate and avoid salt when you fly. Yet when they offer you salty pretzels and a diuretic (Coke) you smile and accept it with open arms.
Lost Luggage; the real deal. They don't know where it is. Nobody will look for it. Only when someone trips over it, "hey that orange bag was here yesterday," will it get on anyones radar. They will likely give you a phone number to call and an Internet site to check. When you call you will get inconsistent stories that will appropriately scare the crap out of you. The airline will tell you they are sending out an alert to other airports. Then when you tell them they said that yesterday, they will tell you there is nothing in the record that indicates it was done before. It is as if they are instructed to just tell you anything. If your bag(s) remain missing a few days the different stories will only serve to highlight that there is no process or real hope if you follow the process. So don't follow the process.
What are the possible paths this mess can take?
If 24 hours pass and they have not found (tripped over) your bag, you are at a high risk of never seeing it. Plan and act accordingly. Buy replacements and tell them you will be seeking reimbursement.
If 48 hours pass and they still don't know where it is you should assume someone is enjoying your bag and bet on never seeing it again. Sorry, but you are screwed.
What can you do? While the Internet is a wonderful thing, and Evo is a big fan, call the numbers and talk to people. Call early and call often. At some point they realize you are being enough of a bother that they will do whatever it is they can. An important note is the nuisance factor is a quantity issue and not a quality issue. Calling once or twice and being a jerk is much less effective than just calling twenty times. Yeah, twenty times a day.
Now that I have you all spun up, let me give you the best advice you will ever get on this subject. Relax, enjoy your trip. Worrying does nothing except make a poor situation worse. On my bike trip to France I got my bike three days in so I could ride. My clothes NEVER arrived. I had to borrow clothes from friends any try and buy replacements at the few bike shops we encountered. I still had a wonderful time. If you ask me about my trip I will be talking for ten minutes before I mention my lost luggage.
Good luck and carry on whenever possible. If you are biking always carry on your helmet and shoes. No exceptions..