Check to see if your luggage was set aside earlier by airport staff. Airport staff will sometimes unload some luggage from the conveyor belt to free up space. They usually set the luggage aside somewhere around the flight's designated conveyor belt. Check with airport staff to see if there is an additional location where luggage may be located.
Check the status of your luggage with your airline. Most lost luggage claims end up just being delayed luggage. There are many ways to do this depending on the airline you are travelling with. You will need to have a copy of your baggage tags or baggage tags numbers. If you do not have this, you will need to find an airline desk to find this information. The majority of the larger airline carriers have a check baggage service on their websites. Many of them even offer a smart phone application that offers this feature. If you do not have access to the internet, you can also call the airline directly to check the status.
Contact the airport lost and found. This information can either be found on the tsa.gov website or at the airport directly by asking the information desk. You should contact both the departing and arriving airports. Make sure you have flight information and baggage tag numbers available.
File a lost luggage claim with your airline. This can be done locally, at the airport's airline information desk or it can be done online or by calling the airport directly. Some airlines guarantee that you will receive your baggage within 24 hours. Before travelling, it is important to find out what your airlines policy is.