This happened to us a few years ago.
We booked a cruise about 1-1/2 years early to get a huge discount. We live in DE, and booked out of BWI. However, when the cruise came around, BWI International Terminal was closed due to construction and we had to fly to PHL before leaving for Spain.
We were on a 737 going up on a Friday night, but coming back on a Saturday, we were on a puddle jumper.
My best friend, who was on the trip with me, received a call from her husband on the ship, that her mom with cancer had taken a bad turn. We had to decide whether she was going to take a puddle jumper directly from PHL to VA or if she would proceed home and drive down in the morning.
By the time we returned to PHL things were looking up and we decided to go home together. She would leave very early in the morning for VA.
We finally arrive at BWI at 8:00 pm; her daughter's and my bag appeared on the carousel, but not hers. Ugh. We went to the lost baggage office for US Air, and they said that a puddle jumper goes every hour from PHL to BWI, so sometimes due to the capacity of the plane, they bump luggage to the next flight. We waited until 11:00 pm, the next three flights didn't have her luggage. We filed a claim with the lost baggage office and headed for DE.
Lo and behold, the next day around 5:00 am, they delivered her luggage. It had been bumped down three more flights....