Hmm...it is VERY unusual for bags to travel without the pax (Not Rush bags), but not completely unheard of.
With Continental it happens all the time! Regularly we receive bags for pax supposed to be transferring on to British Airways metal. When the pax no-show at our gate, it often transpires that the passenger failed to show for the CO flight!
It's not a daily occurence, but certainly at leat once a week both from Newark and Houston!
We have alerted Continental's Head Office at Houston, even once writing directly to Larry Kellnher, their CEO, but our letters remain unanswered.