if luggage is found not to have made the aircraft for some reason...it is normaly sent on as a rush bag...after being screened and checked holding the correct paper work.
on the other hand i have seen a program on the tv of auctions...unclaimed cases and bags, are sold to the highest bidder not knowing what is in them before hand.
the odd bag might not make a plane...fell off baggage cart,stuck on check in belt or just late checking in....but strange if the whole lot has gone.