The one lesson. Whine and complain enough, you'll get a voucher for your trouble.
After a couple of days I got my bag back — though I had to send my brother to the airport to pick it up. I even got a response to my e-mail complaint: an apology and a $50 voucher for future Delta travel. I'm not sure whether to say thank you or ask what took so long. But it doesn't matter. There's no one to call.