When you contact United about your bag, it's better if you don't shout. They will put all their effort in reuniting you with your bag.

My wife and I had our luggage stranded (or visiting new locations where we have never been) on so many different airlines: BA, Finnair, Air France, Iberia, USAirways, United. All the airlines successfully managed to reunite us with our lost luggage, bringing it to our house or Iberia even bringing it to my wife's hotel in Lerida when the luggage did not arrive in Madrid which was her final destination by air. A distance of 460 km.

One time, I saw two pieces of luggage left on the tarmac, 100 meters from where I was sitting in the USAirways Club. No baggage handlers picked them up and then it started pouring. When I left 2 hours later to board my flight, they were still there.