Collect a claim ticket for each checked bag when you check in with your airline. Keep this ticket in a safe place, because you will need it if your luggage is mishandled.
Go directly to your airline's representative in the baggage claim area once you notice your bag is missing. Work with the representative to fill out a report. This report will contain a description of your bag and your itinerary. Ask the representative for a contact phone number for any follow-up. Do not leave the baggage claim area without a copy of the report and a claim number.
Visit you airline's website or call the baggage service number. Enter your report number to get updated information on the location of your bag.
Keep all of your receipts for any necessities you purchase to replace items in your checked bag. Once the airline locates your bag and returns it to you, file a claim to be reimbursed for these necessities. The requisite forms are located on the airline's website.
Document all of your contacts with the airline's representatives. If the airline does not locate your bag within a given period of time, it will be declared permanently lost. Go to the baggage section on your airline's website. Download the claim form and mail it, along with your itemized packing list and receipts, to the airline. Because different airlines have different time frames for this written claim, be sure to familiarize yourself with your airline's baggage policies.