If the bags were tagged through to the destination airport, I'm sure there must be some kind of claims ticket. Either stuck (sticker) to the back of the boarding pass, or inside the folder holding the boarding passes, or as duds mentioned stapled to the folder. After Delta lost our luggage once, I hold onto those claim tickets until I have my bags back in hand. In all honestly, I really didn't worry too much about it before, and probably tossed them before I had a need for them.
Considering one of the bags flew Delta instead of Continental, and went to the wrong airport, I wonder if the bags were tagged with someone else's tags. (This is exactly what happened to our bags--they went to Savannah as they were supposed to according to the tags--but we went to Orlando.) In this case having your contact information on the bag is essential.
Our luggage is red, and with a black Sharpie, I wrote my name, address, home and cell phone numbers right on the fabric. That way, I don't have to worry about tags falling off.