If you don't exit Customs with your bag, the very least you can expect is that US Customs agents will go through your things to look for "whatever". I was separated from my bags for 12 days during the snowmageddon in Europe. (CDG in particular) When I got my bags at home later, they had gone through them. I had bought 12 kilos of my favorite coffee while in Paris, and they sliced open one of the bags - they actually cut open the bag in one direction, fouund that there are 2 "bricks" in each package, then sliced it in the other direction exposing my coffee. They didn't seal it up at all, and coffee got all over my clothes and things. It could have been worse, but it was a pain. No note inside (like the TSA leaves when they open your bags) - NOTHING!!