Last month I flew AA to England then BA to CPH. BA lost one of our bags. It came in on the very next flight.
A couple of years ago, a similar thing happened, except the bag did not arrive for 2 or 3 days. I had to buy some things in Europe to tide me over. When I got back to the USA, I sent a letter (along with copies of the receipts) to BA. BA eventually sent me a check in the exact amount I requested.
So ... hope your luggage comes in soon. Keep your receipts. Mail 'em in to BA after you get back home.