Only had a problem once...about 4 years ago was re-routed from MEM-MCI to MEM-DSM (Airlink)-MCI (Midwest) due to a delayed incoming into MEM. Gate checked my bag at MEM. At DSM, no bag. When I asked, was told that it was sent inside. I had an airside connection and pushed back that I was sterile and expected to get my bag. They brought it out...they were unused to connections and especially interline connx...they were having a bit of a meltdown that day besides.