My best (worst?)was American, who lost a bag for 11 weeks. Cost them a total of over GBP800 for repairs to bag, ruined clothes etc - they'd thrown the bag around so much a can of beer split, and they had to wash everything out as well. Still ruined a load of stuff.
America West are good at losing and damaging bags, while the last 13 flights I've had with United and/or United Express have seen my bag go missing on no less than 10 occasions. American's average is once every 30 flights.
So far BA have managed to lose a bag twice in over 150 flights. Obviously, they need more training!