I've had my bags miss me two or three times. Once was due to the bag tag being printed really badly so that was no surprise.

Another was when my connection was quite short, so it arrived the next day. Don't remember the why of the third time.

Each time the bags were delivered by courier correctly. On my last trip I was flying SYD-AKL-DOH-ARN-LHR-DUB and she printed two tags in Sydney, one for SYD-AKL-DOH-ARN and one more for the ARN-LHR-DUB.

On a hunch I went to baggage reclaim in ARN and there was my bag, so I collected it and checked it in for the last pair of flights. It's no big deal but you sometimes need to take care.