I've never had stuff disappear, but usually most personal effects have been pre-inspected and palletized, so they generally don't get messed with coming back into country. I never tried to hand carry bayonets back. All of my flight have usually been pretty direct, only stopping in Germany. What were you flying that you had to stop in Germany, Ireland, Canada and New York? I hope you didn't have to ride a C130 back from the desert.
Coming back from Bosnia in '96, we had to stop in Ireland to refuel, and then again in Bangor, ME to clear customs and immigrations. That meant offloading all of our bags and walking through customs (they spot checked a few) and then putting them back on the plane and flying on. My last two trips we've flown directly into our adjacent AFB and an immigrations officer has been waiting for us. Even in these last two cases, customs has only spot checked a small percentage.