I never check luggage if I have to go anywhere near LHR.
I'm 3 for 3 on checked luggage (loosing it that is)
1.) A simple AA to BA with 3 hour layover.
2.) An AA flight terminating in LHR from BOS - where could it have gone?
3.) A AA to LH with 2 hours to do it. Granted this one is more likely to go astray but still.....