Thursday night flight from MCO to PHL arriving 12:30 at night. One of three bags did not arrive. They had a whole line of people whose bags didn't show.

I filled out the form the lady had, the manual baggage report. She said it should arrive on a flight Friday and be shipped to me.
I have tried to call, voicemail box is full, I sent an email - no response. I have heard nothing.
What should/could I do? Any help or advice would be greatly appreciated.
Thanks!!