All experienced flight travelers have their own stories, I certainly have a few, it happens. My approaches include...
1-Carrying all I can in my roll-on, mostly the most essential gear and 24 hours of clothes; cameras, meds and such in my backpack;
2-Sturdy bags - and it doesn't matter whether they look like dive gear or not as there is little market for stolen dive gear, but not expensive luggage;
3-Check in early;
4-Watch closely at luggage claim as many bags are grabbed by mistake;
5-Watch bags every step, as porters put bags in wrong vans, drivers unload wrong bags at early stops, hotel porters put bags on wrong cab, etc - I have seen all of these at Cozumel;
6-Tag bags well - I include hotel, destination, and dates;
7-Insure for out of US trips as airline liability is lower - $9.07 per pound;
8-File claims promptly and obtain authorizations to start buying as needed to be reimbursed;
9-And I am willing to pay more to fly Continental but then I do get VIP handling with them.
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