You can lose luggage on airplanes or leave it behind in taxis or even have it stolen in buses or trains.
Planes: If your luggage doesn’t show up on the baggage carousel, immediately report it at the airline’s nearby baggage office. Don’t panic; your bag may just be delayed and coming in on another flight.
If the airline finds your bag, they’ll get it to you. If not, the airline may try to replace the bag itself with the closest match possible. You’re entitled to contents compensation – varies by airline.
Taxis: Call the taxi company as soon as you realize the luggage is missing. State the place you were picked up and the place you got out to help track the particular taxi cab.
Bus/train: call the transport company with the details and report the theft to the police immediately.