I have had my luggage lost on several occasions. Some going to a destination, (fortunately my bags were delivered to my hotel within 24 hours), and once on the way from Kodiak Alaska to Philadelphia. In that case, I had checked in at the airport in Kodiak, with a duffel bag, fishing rod tube, and two 70 Lb boxes of fish (this was before airlines imposed stringent baggage restrictions). The plane was a turbo prop model and was filled. When I got to the Anchorage airport at midnight, low and behold only the fish made it on the plane.
I always carry on a basic kit with all my medicines, and an emergency travel kit (for longer or connecting flights). This kit consists of the basics, deodorant, hair brush and a change of underclothes. In this case I had a seven hour lay over, and been living on a fishing boat for the past week. With hotels expensive and rooms scarce, I chose the cheapest available "Wee'll leave the light on for ya" hotel that would pick me up at the airport at midnight, and take me back to the airport at six thirty.
Alaskan Air eventually got my bags back to me (took almost two weeks), and I had to drive to the airport to get them. Oh by the way Anchorage airport has a cold storage locker in the airport, so the fish remained frozen.