Bags get 'mishandled' - for the pedant who wants to draw a distinction between lost and misplaced. Across the U.S. industry it's about three reports of mishandled bags per 1,000 passengers, so if you check a bag often the odds will get you eventually. (Yes, I have had a bag mishandled on a non-stop domestic flight checked in two hours before departure. Stuff.) AA's handling is a little inferior to the U.S. average. Regional carriers are worse. Envoy is just awful. Often the bag gets routed on the next flight. If that's not a long wait I will stay at the airport and wait for the bag rather than introduce another delay and chance for misrouting by relying on the delivery service. You need to accept the routine - or simply never check a bag.