Over on NW, I once checked some bags, and missed a flight because of a long security line. The bags went, we didn't. We got the next flight (about an hour later), and wonder of wonders, the bags were waiting for us in the "non-claimed" room. The irony of this is that our destination was DTW... notorious for horrendous baggage claim delays. So by having the bags flying in on the flight before us, we had zero wait for the bags. If we had flown with the bags, we would have had to have waited 20-40+ minutes for the bag. One of these days, I'll actually use this trick on purpose...
Steve B.