For a while, I thought I'd lost my luggage. I was transferring from United to Caribbean Sun, and there was no formal baggage forwarding between the airlines. Everybody I talked to warned me I'd need to claim my luggage and re-check it. Unfortunately, my baggage never arrived. I stood in line to file a lost luggage claim, but the guy at the claim office told me not to worry. He said Puerto Rico forwards luggage whether they have formal agreements or not. Sure enough, when I showed up in St. Vincent, all my luggage was there.