I flew with my parents to LAS on a late evening flight and one of two checked bags was lost. It was right after JetBlue moved to the new terminal and a few customers on-board had lost luggage, so I suspect it was a problem at LAS.
The crew did an awesome job with the situation. They stayed in the office until very late that night, called with several updates the next morning, and then delivered the luggage to their hotel the next afternoon. The crew offered a voucher towards a future flight (I think it was $25) right away; JetBlue actually issued vouchers for both of my parents for the inconvenience.
I'm sorry your situation isn't going so well and I hope the rest of your holidays are much better!
Bill