My experience with UA during similar situations is that the bag usually arrives in 24 hours. You didn't give any specifics on cities so that could cause some variance. I could imagine smaller stations with less frequent flights or exclusively Express could take longer (i.e. only one flight a day or weight restricted CRJs meaning bags are left behind) - maybe 48 hours. I once had a bag not make connection on a flight to LHR and it didn't make it for 4 days (literally showed up as I was getting in cab back to airport). I would be a little worried as bags that are not yours have showed up a couple times, do they look like yours? Have you confirmed the description of the bag and the baggage claim check is correct for your claim? Is it possible that person got your bag instead? How many days has it been? If you’re pushing more than 4-7 I might begin to lose hope that the bag is showing up.

Check out the following site, United recommends filling it our after 72 hours:

http://www.united.com/page/article/0,6867,51746,00.html