The bottom line is that there are no rules, to speak of. It seems to vary by station. I think that a lot of the stations wait until the last flight of the day has arrived and then dispatch the delivery truck with all of the lost bags for the day. Others, with more baggage to handle, have more regular dispatches.

I have had Delta expedite a bag to me via taxi in Los Angeles (back when I was PM), but within the same year the weekend staff at JFK absolutely refused to do it (and then when the weekday staff came in on Monday morning, they said they do it all the time).

So, it's all over the board. And forget about getting much information by telephone about where your bag is. The website is usually more accurate regarding lost bag status, and even then it's mediocre. One would think if UPS can track a package down to the truck level that a similar system would exist for bags, but it's just not the case.

You might want to consider the baggage protection plan that American Express offers. At least with this, if your bag is more than three hours late you get a $500 shopping spree for replacement items.