This happened to us a few years ago; coming back from Europe. We booked our trip 1-1/2 years in advance (cruise) and I did not realize that BWI was going to be going through major construction on their international terminal. So we ended up flying to PHL to pick up our flight overseas.
It was me, my best friend, and her daughter. My best friend's husband called us on the ship and said her mom had taken a turn for the worst in her longtime illness. First we thought she should take a flight directly from PHL, to VA, but we realized it was quicker to go to BWI, drive back to DE and then she would drive home to VA.
On the way back, we had to fly a puddle jumper.

They left every hour, on the hour, from PHL to BWI. We landed at BWI, and got to the baggage carousel. Mine came, her daughter's, but no sign of my friend's. The lady at the US Airways office told us that often in puddle jumpers, they just put it on the next plane. We waited through two more planes, but no luck. Finally at around midnight, we decided to drive back to DE.
Around 6:00 am, they arrived with her bag at her doorstep.