Yes, my bag has been lost and (later) delivered on several occasions (Usually CO/LH). I never tip the delivery persons.
They always seem to deliver at unGodly hours (1-4AM).
They give crazy arrival windows "Anytime from 9PM through 3AM".
But, they have always been courteous folks. Only once, I felt real bad...as it was a much older gentleman....I went to his car and hauled my bags myself.
(but sorry, no tips).
I think the airline is definitely responsible for tipping in these situations (if outsourced to some other agency).