Last month my partner and I flew from San Diego to San Jose on Southwest. (Between 6:20 am and 8:35 pm, Southwest has 12 non-stop flights between San Diego and San Jose - one every hour and 17 minutes, on average).
Because my partner is mobility challenged and needs wheelchair assistance to get to the gate, we 1) get to the airport extra early, and 2) she checks her bag.
On arrival in San Jose, the assistant wheeled her to the luggage carousel where we waited for about half an hour for her bag, but it never came. Finally he went over to the unclaimed luggage office and found her bag. Because we were so early to the airport, her bag had been put on an earlier flight, and when not claimed at the carousel (we weren't in San Jose yet), it was taken to the unclaimed luggage office.
We could have saved a lot of time by carrying it on.