At AMS with KLM the guys at the boarding gate can normally tell you if your bag has made it. I haven't been through AMS for a while, but I have a recollection of different numbers of beeps meaning different things when they scanned your boarding card at the boarding point. Might be wrong...
You are unlucky at AMS - I've regularly had v.short connections with my bag making it through there. I've had much worse at Heathrow (I don't fly as often as I used to - most often when T5 was coming online - but I have an overall 30% success rate of my bags following me through Heathrow!).
For BA long hall I've had my name on bits of paper on the air bridge when leaving the plane saying my bag hasn't made it. What ends up happening is it takes twice as long to leave the plane because everyone is crowding round the print outs...