If your luggage is lost, find an airline representative and report the problem.

You will be given a form to complete. DO THIS IMMEDIATELY, BEFORE YOU LEAVE THE AIRPORT. This form will describe the luggage and its contents.
Obtain a copy of the form before giving it to airline representative.
If you are asked to surrender your claim checks, make sure you note this on the form.
98% of lost luggage is found within several hours, and will be put on the next flight to your If you cannot wait, make sure the airline has your address to forward your luggage.
If you need to buy or rent replacement items, most carriers will front you some cash. Receipts will be required if replacement items are worth $50 or more.
If luggage is never found, you will be asked to estimate the value (depreciated) of its contents. If you claim anything new or costly (i.e. camera), you may be asked to provide receipts and other documentation.
There is a “lost luggage” heaven — Scottsboro, Alabama.