My daughter was flying direct to Boston with AA last year and they asked at checkin if she would fly via Chicago instead (with $500 compensation) of course she said yes, made the necessary phone calls at their expense to rearrange pick up the other end, and asked if she could leave her bag checked to go direct as it had already been done. They said no for security reasons it has to travel with the passenger. When she arrived in Boston her bag didn't (after she had rechecked it in Chicago). It took 2 days to turn up but they were very good and told her to submit claims for any necessary items she bought. She was very good and didnt abuse it and only claimed about $20 for new underwear and just begged, stole and borrowed clothes from her boyfriends family to keep her going. Now she always takes at least one change of clothes in her hand luggage just in case.
Although it was a bit of a hassle the compensation mostly paid for another flight so she could live with it.