Usually the last delivering carrier (the carrier that was supposed to give your back back to you according to how it was checked in) is responsible for delivery - they have the responsibility to liaise with other carriers to get your bag to you. One files the complaint of missing baggage with the delivering carrier at the arrival airport.

If the baggage is lost, the airline's total liability is limited, and unfortunately will not cover such things as photographic equipment - look to travel insurance or domestic insurance. These may expect you to claim from the airline in the first instance to the limit of their liability.