I did this once at EDI when a security incident meant that we spent circa 3 hours on the runway after landing on the last flight of the night. When I got off the plane at about 2am and they said "up to another hour for luggage" I left. The next day it was available in the BA luggage office as though they had lost it and then delivered it on the next flight and as I was staying nearby it wasn't a huge hassle to go there in the evening to collect.

(I was on business so was willing to take the chance at that point of the case being completely lost).