When a connecting flight is delayed, what happens to your luggage depends on whether you are on a single ticket or separate bookings. If you are on a single "protected" itinerary, the airline is responsible for your bags. If the delay is short, the ground crew will simply transfer the bags to the original aircraft once it is ready. If the delay is significant and you are rebooked on a different flight, the airline's "Baggage Service Office" will attempt to reroute your luggage to match your new flight. However, if your bag doesn't make the quick transfer, it will likely be sent on the next available flight to your destination. In this case, you should file a "Property Irregularity Report" (PIR) at your final destination, and the airline is usually obligated to deliver the bags to your home or hotel at their expense. If you booked separate flights ("self-transfer"), you are responsible for collecting and re-checking your bags yourself, regardless of delays.