The Op is actually not a big problem and they will get the bags to you rather quickly if it happens (99% of the time). Last year I had a terrible problem where basically I was doing about 14 flights on 8 different carriers across 10 countries in a 12 day period on 4 or 5 different ticktets, spending no more than 48 hrs max in any one place. The bags were lost on the first leg (actually connecting legs) and the bags literally followed me around the globe for a week until they caught me. To be honest, I was so busy/crazy that after the first incident report I didn't even bother going the compensation route as it was just too big a pain.