Here's but one of my lost luggage stories.

In 2005, I had a contract to do some seminars and executive education in Cyprus as a part of their recent entry into the EU.

My flight was from JFK (New York)to Shiapol (Amsterdam) and then direct to Nicosia (Cyprus).

I was scheduled to arrive Sunday, early evening local time, and my training sessions would start 8AM Monday.

I was to be there for a few weeks, so I needed to pack more than my usual carry-on. My big mistake - I wore casual, comfortable clothing - I thought that since I was arriving a full day early, all would be OK.

My departure from JFK was delayed almost 2 hours, my connecting flight was at 14:12, the original itinerary had me with a 3 hour layover in Amsterdam, and flying to Europe you can often gain lost time with the favorable winds. I wasn't worried.

We landed at 13:15 in Amsterdam - I immediately looked at a map. I was at the "G" pier. The connecting flight was at the "B" pier:

That's a long run. But I could make it.

I asked the gate agent if there was a fast route - maybe a shuttle - to get me to "B" on time. That's when I knew my luggage was lost - the reply, "Oh, no, there's no way you can get on that flight - you have to go through security again and there's simply no way you can make it on time."

Urgh.

I went to "B" anyway, sure enough my flight was long gone. I also knew my suit, my underwear, some other stuff - it was also gone. After some hassle and chaos, I got booked onto another flight - to Budapest - that left at 7PM - and I had a 4 hour layover there - so now I'd be arriving around 00:30 local time or some such. Knowing that there's was NO chance my luggage would correctly follow me, I went into the only store selling men's business attire - I dropped $800 on a jacket, shirt and pants (at least I was wearing business-appropriate shoes). Well, my flight was delayed, and of course, I arrived in Cyprus at 03:20 - and as expected, no luggage.
I wandered over to the counter where the agent (who happened to be an American from Brooklyn who had moved to Cyprus in the 1980's) slowly filled out forms with carbon paper - actual carbon paper - and he promised me that I "might get my bags back!".

I somehow got through day one, no luggage. I went shopping that evening for more shirts and underwear. My bags were eventually tracked to Zurich by Wednesday, and arrived in my Hotel Friday evening at 10:30 PM. By then I had replaced everything I had brought, so when I went home I had twice the luggage as when I went.

Lesson learned: It's cheaper and lighter to carry $2,000 and buy what you need when you get there than to trust checked luggage.