I’ve had to do this in Canada, though less to make the connection (ie, still missed it) but bags were delayed. Still had to wait, find out it wasn’t coming on our flight, then fill out forms, etc. this was with AC.

This was 10+ years ago, so may be different now. But basically, had to file the lost luggage report with AC, which in addition to the typical airline forms, included some forms for customs clearance from whatever CBSA was at the time. Was delivered to me at my final like normal. Have also had to do this in India (TK) and Singapore (NH, but AC left bag in YVR), which was extra fun since we were moving to India within 24 hours on a separate ticket so had to fill out the forms, plus extra so they could be delivered to us there.

Have never done this in the US, and would not advise doing so without filling out the proper forms. Especially these days. Would not want it stuck with customs without having the relevant clearance done - seems like the effort tog et them back at that point is just adding aggravation to the process.

we did have one situation where we did actually miss a connection in EWR as bags took 90 minutes to come off and missed re-check deadline (we waited). Had to be rebooked on next flight, but not long since it was a multiple daily flight domestic destination.