Sounds like you got bad information on your baggage. Good that you were pro-active about checking the carousel.
That said, I'm perplexed why you would connect through LOS without doing some basic research first?
If you had called the Nigerian embassy or checked online, you would have found out straight away that a transit visa was required.
Barring that you could have checked FT ... in the Africa forum, there's this thread on Lagos http://www.flyertalk.com/forum/afric...1-nigeria.html Post #44 says you need a transit visa.
Also, if you had done some checking in advance (including reading that thread) you'd have found that Lagos is not the easiest city to navigate, in more ways than one. That also should have given you pause.
All-in-all, sorry to hear you didn't have a good experience. But with a little advance preparation you could have avoided the visa issue and more than likely chosen another connection point, including ACC (UA non-stop to IAD).