Among the many things tracked by our federal government: Reports of lost luggage.
If you fly Atlantic Southeast, watch out: this airline averaged 17.37 complaints of mishandled bags for every 1,000 passengers. That's more than five times the rate of bungled bag reports for Hawaiian airlines. JetBlue was on the low side, too, with 4.09 reports of mishandled bags for every 1,000 customers.
These are 2006 Department of Transportation stats that were part of an excellent article on lost luggage by USA Today reporter Roger Yu. The article also includes some helpful hints on preventing your luggage from getting lost in the first place.