OK, as long as we're slinging mud, I'll say that my worst-ever baggage loss experience was on CO. I had arrived at EWR from MAD, and I noticed that the handle of my suitcase was broken and dangling and the tag was missing. At the place where you re-check your luggage domestically, I explained the problem and was given a gate-check (!) tag for my bag. I attached the tag by its flimsy elastic, and feared the worst. My flight and many others were cancelled that day due to high winds. Sure enough, there was no sign of my suitcase when I finally got home.

The worst of it was that I knew that my suitcase was at the CO baggage office in EWR--but my local baggage office refused to give me that phone number, or even to call them. They insisted on waiting for my (tagless) bag to show up in the computer, which it of course never did.

Days later, I was able to reach someone at CO's corporate headquarters who was willing to help me; she called the EWR baggage office and I received my suitcase the next day. When my local baggage office called to tell me the good news, the first thing they said was "although your suitcase was damaged, we're not liable because it's very heavy."

So there.